+1,403.0%
CNC vs CVE
+61.8%
+1,341.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | +1.9% | -16.1% | +18.0% | +4.7% |
| 30D | +7.3% | -10.4% | +17.7% | +8.9% |
| 3M | +8.6% | -2.4% | +11.0% | +8.5% |
| 6M | +26.0% | -4.4% | +30.5% | +25.9% |
| YTD | +69.5% | +64.9% | +4.5% | +53.4% |
| 1Y | +88.0% | +66.0% | +22.0% | +69.7% |
| 3Y | -2.9% | +57.7% | -60.6% | -13.6% |
| 5Y | -6.0% | +144.7% | -150.7% | -26.4% |
| 10Y | +126.4% | +139.2% | -12.8% | +51.4% |
| All | +1,403.0% | +61.8% | +1,341.2% | +980.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling