+76.9%
COR vs CVE
+54.6%
+22.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -4.2% |
| 7D | +2.8% | -14.1% | +16.8% | +2.1% |
| 30D | +7.4% | -11.6% | +19.0% | +6.8% |
| 3M | +7.3% | 0.0% | +7.2% | +7.2% |
| 6M | +11.5% | -8.4% | +19.9% | +11.0% |
| YTD | +1.2% | +65.9% | -64.7% | +5.2% |
| 1Y | -3.3% | +69.4% | -72.7% | +0.8% |
| All | +76.9% | +54.6% | +22.3% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling