+186.4%
COP vs CVE
+317.2%
-130.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.2% |
| 7D | +3.0% | +2.5% | +0.5% | +1.4% |
| 30D | +17.5% | +16.7% | +0.8% | +6.2% |
| 3M | +13.4% | +9.3% | +4.1% | +6.5% |
| 6M | +17.7% | +43.6% | -25.9% | -7.4% |
| YTD | +46.6% | +93.6% | -47.0% | -5.5% |
| 1Y | +44.6% | +98.8% | -54.1% | -8.7% |
| 3Y | +20.7% | +73.6% | -52.9% | -19.4% |
| All | +186.4% | +317.2% | -130.9% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling