+2,046.8%
COR vs CVE
+67.4%
+1,979.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.6% | +11.6% | +4.8% |
| 7D | +9.1% | -12.1% | +21.2% | +10.5% |
| 30D | +12.4% | -9.8% | +22.2% | +13.5% |
| 3M | +15.8% | -0.7% | +16.5% | +15.5% |
| 6M | +17.1% | -4.3% | +21.4% | +17.1% |
| YTD | +5.4% | +70.6% | -65.2% | -1.2% |
| 1Y | +3.5% | +73.2% | -69.6% | -3.3% |
| 3Y | +86.0% | +60.3% | +25.7% | +72.6% |
| 5Y | +196.7% | +159.3% | +37.4% | +153.2% |
| 10Y | +572.6% | +147.4% | +425.2% | +424.1% |
| All | +2,046.8% | +67.4% | +1,979.5% | +1,558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling