-2.9%
CNC vs CVE
+53.7%
-56.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -6.0% |
| 7D | +1.9% | -16.1% | +18.0% | +1.9% |
| 30D | +7.3% | -10.4% | +17.7% | +7.2% |
| 3M | +8.6% | -2.4% | +11.0% | +8.3% |
| 6M | +26.0% | -4.4% | +30.5% | +25.6% |
| YTD | +69.5% | +64.9% | +4.5% | +69.6% |
| 1Y | +88.0% | +66.0% | +22.0% | +88.1% |
| 3Y | -2.9% | +57.7% | -60.6% | -0.7% |
| All | -2.9% | +53.7% | -56.7% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling