+1,907.0%
COR vs CVE
+89.9%
+1,817.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.7% |
| 7D | +2.8% | +2.5% | +0.3% | +2.5% |
| 30D | +4.5% | +16.7% | -12.2% | +2.7% |
| 3M | +22.7% | +9.3% | +13.4% | +21.2% |
| 6M | -9.7% | +43.6% | -53.3% | -13.5% |
| YTD | -1.4% | +93.6% | -95.0% | -8.7% |
| 1Y | +13.9% | +98.8% | -84.8% | +5.0% |
| 3Y | +94.0% | +73.6% | +20.4% | +78.9% |
| 5Y | +184.0% | +312.5% | -128.5% | +129.3% |
| 10Y | +406.8% | +161.0% | +245.7% | +294.7% |
| All | +1,907.0% | +89.9% | +1,817.1% | +1,432.5% |
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