+486.6%
COR vs CVE
+132.7%
+353.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.4% | -10.0% | +12.4% | +3.3% |
| 30D | +7.7% | -11.9% | +19.5% | +8.7% |
| 3M | +7.5% | -5.9% | +13.5% | +7.8% |
| 6M | +34.1% | -1.6% | +35.7% | +33.7% |
| YTD | +3.9% | +66.3% | -62.4% | -1.4% |
| 1Y | -3.6% | +57.5% | -61.2% | -8.1% |
| 3Y | +80.5% | +65.4% | +15.1% | +69.3% |
| 5Y | +194.9% | +144.2% | +50.7% | +159.8% |
| 10Y | +486.6% | +135.5% | +351.1% | +363.0% |
| All | +486.6% | +132.7% | +353.9% | +363.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling