+113.1%
COP vs CVE
+148.3%
-35.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | +0.7% |
| 7D | -9.7% | -14.1% | +4.4% | -0.5% |
| 30D | +4.7% | -11.6% | +16.3% | +13.2% |
| 3M | +18.5% | 0.0% | +18.5% | +18.0% |
| 6M | +11.4% | -8.4% | +19.8% | +16.8% |
| YTD | +47.9% | +65.9% | -18.0% | +4.6% |
| 1Y | +59.3% | +69.4% | -10.1% | +11.0% |
| 3Y | +23.6% | +55.9% | -32.3% | -12.3% |
| 5Y | +113.1% | +146.2% | -33.1% | +10.6% |
| All | +113.1% | +148.3% | -35.2% | +10.6% |
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 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