+183.0%
COR vs CVE
+148.3%
+34.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.9% |
| 7D | +2.8% | -14.1% | +16.8% | +3.3% |
| 30D | +7.4% | -11.6% | +19.0% | +7.8% |
| 3M | +7.3% | 0.0% | +7.2% | +7.1% |
| 6M | +11.5% | -8.4% | +19.9% | +11.6% |
| YTD | +1.2% | +65.9% | -64.7% | -1.1% |
| 1Y | -3.3% | +69.4% | -72.7% | -5.6% |
| 3Y | +78.5% | +55.9% | +22.5% | +75.2% |
| 5Y | +183.0% | +146.2% | +36.8% | +155.1% |
| All | +183.0% | +148.3% | +34.6% | +155.1% |
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 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