+96.3%
COR vs CVE
+72.1%
+24.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.9% |
| 7D | +2.8% | +2.5% | +0.3% | +2.9% |
| 30D | +4.5% | +16.7% | -12.2% | +5.1% |
| 3M | +22.7% | +9.3% | +13.4% | +23.0% |
| 6M | -9.7% | +43.6% | -53.3% | -7.8% |
| YTD | -1.4% | +93.6% | -95.0% | +2.8% |
| 1Y | +13.9% | +98.8% | -84.8% | +19.2% |
| All | +96.3% | +72.1% | +24.2% | +108.0% |
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 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