+153.6%
CNC vs CVE
+136.7%
+16.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +3.0% | -10.1% | +13.1% | +4.3% |
| 30D | +4.9% | -12.1% | +17.0% | +6.4% |
| 3M | +4.2% | -1.9% | +6.1% | +4.0% |
| 6M | +22.5% | -1.8% | +24.3% | +21.9% |
| YTD | +66.6% | +65.8% | +0.8% | +53.5% |
| 1Y | +82.5% | +60.8% | +21.6% | +68.7% |
| 3Y | -4.1% | +70.1% | -74.2% | -13.7% |
| 5Y | -8.3% | +134.8% | -143.1% | -24.5% |
| 10Y | +153.6% | +130.1% | +23.5% | +79.7% |
| All | +153.6% | +136.7% | +16.9% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling