+178.1%
CNC vs CVE
+144.4%
+33.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | -7.3% | +0.1% | -7.3% | -7.3% |
| 30D | +5.2% | -10.8% | +16.0% | +6.5% |
| 3M | +8.6% | -4.3% | +13.0% | +8.8% |
| 6M | +25.1% | -1.5% | +26.5% | +24.4% |
| YTD | +71.3% | +70.7% | +0.6% | +57.2% |
| 1Y | +99.3% | +58.1% | +41.2% | +84.8% |
| 3Y | -1.9% | +69.8% | -71.8% | -11.7% |
| 5Y | -6.4% | +148.9% | -155.3% | -23.6% |
| 10Y | +178.1% | +143.5% | +34.6% | +96.4% |
| All | +178.1% | +144.4% | +33.7% | +96.4% |
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 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