+490.3%
COP vs CVE
+62.8%
+427.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | +0.4% |
| 7D | -9.7% | -14.1% | +4.4% | -2.0% |
| 30D | +4.7% | -11.6% | +16.3% | +11.9% |
| 3M | +18.5% | 0.0% | +18.5% | +18.2% |
| 6M | +11.4% | -8.4% | +19.8% | +16.2% |
| YTD | +47.9% | +65.9% | -18.0% | +11.1% |
| 1Y | +59.3% | +69.4% | -10.1% | +18.3% |
| 3Y | +23.6% | +55.9% | -32.3% | -6.1% |
| 5Y | +113.1% | +146.2% | -33.1% | +25.6% |
| 10Y | +329.1% | +140.6% | +188.5% | +95.0% |
| All | +490.3% | +62.8% | +427.5% | +199.1% |
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 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