-47.8%
CORZ vs CVE
+68.4%
-116.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.1% | -10.1% |
| 7D | -21.1% | -14.1% | -7.1% | -18.3% |
| 30D | -31.8% | -11.6% | -20.2% | -29.7% |
| 3M | -47.7% | 0.0% | -47.8% | -48.4% |
| 6M | -48.7% | -8.4% | -40.3% | -48.3% |
| YTD | -21.8% | +65.9% | -87.7% | -40.5% |
| 1Y | -47.8% | +69.4% | -117.2% | -61.2% |
| All | -47.8% | +68.4% | -116.2% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling