+134.0%
CNC vs CVE
+99.6%
+34.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | +3.5% | +2.5% | +1.0% | +3.4% |
| 30D | +0.1% | +16.7% | -16.7% | -1.0% |
| 3M | +6.9% | +9.3% | -2.3% | +6.1% |
| 6M | +49.0% | +43.6% | +5.4% | +45.7% |
| YTD | +62.9% | +93.6% | -30.7% | +62.1% |
| 1Y | +134.0% | +98.8% | +35.2% | +135.4% |
| All | +134.0% | +99.6% | +34.4% | +135.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling