+336.7%
COP vs CVE
+149.3%
+187.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +4.4% | +5.9% | -1.5% | +1.2% |
| 30D | 0.0% | -10.9% | +10.8% | +6.3% |
| 3M | +15.0% | -4.5% | +19.5% | +17.7% |
| 6M | +22.0% | -1.0% | +23.0% | +21.9% |
| YTD | +55.3% | +74.7% | -19.4% | +13.2% |
| 1Y | +64.1% | +65.8% | -1.7% | +23.0% |
| 3Y | +34.1% | +73.2% | -39.1% | -4.1% |
| 5Y | +133.4% | +155.6% | -22.2% | +34.7% |
| All | +336.7% | +149.3% | +187.4% | +78.0% |
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