+485.1%
COP vs CVE
+89.9%
+395.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | +3.0% | +2.5% | +0.5% | +1.6% |
| 30D | +17.5% | +16.7% | +0.8% | +7.9% |
| 3M | +13.4% | +9.3% | +4.1% | +7.6% |
| 6M | +17.7% | +43.6% | -25.9% | -3.8% |
| YTD | +46.6% | +93.6% | -47.0% | +1.4% |
| 1Y | +44.6% | +98.8% | -54.1% | -1.6% |
| 3Y | +20.7% | +73.6% | -52.9% | -13.4% |
| 5Y | +185.0% | +312.5% | -127.4% | +28.0% |
| 10Y | +347.0% | +161.0% | +185.9% | +94.1% |
| All | +485.1% | +89.9% | +395.2% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling