+520.9%
COR vs CVE
+136.1%
+384.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +0.8% | -16.1% | +17.0% | +2.3% |
| 30D | +5.1% | -10.4% | +15.5% | +6.0% |
| 3M | +2.8% | -2.4% | +5.2% | +2.8% |
| 6M | +32.5% | -4.4% | +37.0% | +32.5% |
| YTD | -0.7% | +64.9% | -65.6% | -5.6% |
| 1Y | -6.7% | +66.0% | -72.7% | -11.5% |
| 3Y | +73.7% | +57.7% | +16.1% | +63.7% |
| 5Y | +177.9% | +144.7% | +33.1% | +144.5% |
| All | +520.9% | +136.1% | +384.7% | +399.1% |
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 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