-8.5%
COF vs CVE
+59.0%
-67.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.5% |
| 7D | -5.8% | -10.1% | +4.3% | -7.8% |
| 30D | -0.3% | -12.1% | +11.8% | -2.8% |
| 3M | -8.5% | -1.9% | -6.6% | -8.0% |
| 6M | +5.6% | -1.8% | +7.5% | +7.4% |
| YTD | -17.1% | +65.8% | -82.9% | -12.4% |
| All | -8.5% | +59.0% | -67.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling