+1,344.8%
CNC vs CVE
+89.9%
+1,254.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +3.5% | +2.5% | +1.0% | +3.1% |
| 30D | +0.1% | +16.7% | -16.7% | -2.6% |
| 3M | +6.9% | +9.3% | -2.3% | +4.9% |
| 6M | +49.0% | +43.6% | +5.4% | +39.2% |
| YTD | +62.9% | +93.6% | -30.7% | +44.1% |
| 1Y | +134.0% | +98.8% | +35.2% | +105.5% |
| 3Y | +9.4% | +73.6% | -64.2% | -3.9% |
| 5Y | +4.1% | +312.5% | -308.3% | -26.2% |
| 10Y | +95.4% | +161.0% | -65.6% | +29.9% |
| All | +1,344.8% | +89.9% | +1,254.9% | +915.2% |
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