+493.6%
COR vs CVE
+144.4%
+349.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | +0.1% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +7.6% | -10.8% | +18.5% | +8.6% |
| 3M | +5.0% | -4.3% | +9.3% | +5.2% |
| 6M | +35.3% | -1.5% | +36.8% | +34.9% |
| YTD | +4.2% | +70.7% | -66.5% | -1.3% |
| 1Y | -3.4% | +58.1% | -61.5% | -7.9% |
| 3Y | +81.1% | +69.8% | +11.3% | +69.5% |
| 5Y | +195.8% | +148.9% | +46.9% | +160.2% |
| 10Y | +493.6% | +143.5% | +350.0% | +368.0% |
| All | +493.6% | +144.4% | +349.2% | +368.0% |
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