+105.3%
CNC vs CVE
+159.5%
-54.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +3.5% | +2.5% | +1.0% | +3.2% |
| 30D | +0.1% | +16.7% | -16.7% | -2.1% |
| 3M | +6.9% | +9.3% | -2.3% | +5.3% |
| 6M | +49.0% | +43.6% | +5.4% | +41.1% |
| YTD | +62.9% | +93.6% | -30.7% | +47.6% |
| 1Y | +134.0% | +98.8% | +35.2% | +110.9% |
| 3Y | +9.4% | +73.6% | -64.2% | -1.2% |
| 5Y | +4.1% | +312.5% | -308.3% | -21.4% |
| All | +105.3% | +159.5% | -54.1% | +39.8% |
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