+93.2%
COF vs CVE
+73.1%
+20.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -5.0% | +4.6% | -9.7% | -5.8% |
| 30D | -2.3% | -12.0% | +9.7% | -0.2% |
| 3M | -12.7% | -3.8% | -8.9% | -12.6% |
| 6M | +6.2% | -2.7% | +8.9% | +5.8% |
| YTD | -19.2% | +73.6% | -92.8% | -34.8% |
| 1Y | -11.5% | +62.0% | -73.5% | -26.9% |
| All | +93.2% | +73.1% | +20.1% | +45.4% |
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