+186.1%
COR vs CVE
+317.2%
-131.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.8% |
| 7D | +2.8% | +2.5% | +0.3% | +2.6% |
| 30D | +4.5% | +16.7% | -12.2% | +3.7% |
| 3M | +22.7% | +9.3% | +13.4% | +22.0% |
| 6M | -9.7% | +43.6% | -53.3% | -11.3% |
| YTD | -1.4% | +93.6% | -95.0% | -4.6% |
| 1Y | +13.9% | +98.8% | -84.8% | +10.0% |
| 3Y | +94.0% | +73.6% | +20.4% | +89.2% |
| All | +186.1% | +317.2% | -131.1% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling