-27.1%
CLX vs CVE
+144.2%
-171.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.4% |
| 7D | +12.4% | -14.1% | +26.5% | +11.7% |
| 30D | +21.1% | -11.6% | +32.7% | +20.4% |
| 3M | -3.3% | 0.0% | -3.4% | -3.3% |
| 6M | +18.8% | -8.4% | +27.2% | +18.6% |
| YTD | +3.9% | +65.9% | -62.0% | +4.4% |
| 1Y | -3.8% | +69.4% | -73.2% | -3.3% |
| 3Y | -10.5% | +55.9% | -66.4% | -10.5% |
| All | -27.1% | +144.2% | -171.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling