+264.2%
COF vs CVE
+161.7%
+102.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +1.8% | +2.5% | -0.7% | +1.0% |
| 30D | -0.6% | +16.7% | -17.3% | -5.2% |
| 3M | +20.3% | +9.3% | +11.0% | +15.9% |
| 6M | +13.0% | +43.6% | -30.6% | -1.0% |
| YTD | -8.3% | +93.6% | -101.9% | -27.5% |
| 1Y | -1.5% | +98.8% | -100.2% | -23.0% |
| 3Y | +122.3% | +73.6% | +48.7% | +76.9% |
| 5Y | +52.5% | +312.5% | -260.0% | -12.0% |
| All | +264.2% | +161.7% | +102.5% | +66.8% |
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