+113.0%
COP vs CVE
+142.8%
-29.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -11.5% | -16.1% | +4.6% | -1.0% |
| 30D | +5.0% | -10.4% | +15.3% | +12.4% |
| 3M | +17.5% | -2.4% | +19.9% | +18.8% |
| 6M | +16.2% | -4.4% | +20.7% | +18.6% |
| YTD | +48.8% | +64.9% | -16.2% | +5.6% |
| 1Y | +64.1% | +66.0% | -1.9% | +15.8% |
| 3Y | +25.7% | +57.7% | -32.0% | -11.5% |
| All | +113.0% | +142.8% | -29.8% | +12.9% |
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