+178.2%
CLX vs CVE
+67.4%
+110.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.6% | +13.4% | +5.7% |
| 7D | +14.2% | -12.1% | +26.3% | +14.1% |
| 30D | +22.7% | -9.8% | +32.5% | +22.6% |
| 3M | -2.8% | -0.7% | -2.1% | -2.8% |
| 6M | +17.7% | -4.3% | +22.0% | +17.7% |
| YTD | +3.3% | +70.6% | -67.3% | +3.2% |
| 1Y | -5.6% | +73.2% | -78.8% | -5.8% |
| 3Y | -11.0% | +60.3% | -71.3% | -11.2% |
| 5Y | -27.6% | +159.3% | -186.9% | -28.0% |
| 10Y | +19.2% | +147.4% | -128.2% | +21.8% |
| All | +178.2% | +67.4% | +110.9% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling