+230.8%
CORZ vs CVE
+94.2%
+136.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.1% | -9.9% |
| 7D | -21.1% | -14.1% | -7.1% | -16.8% |
| 30D | -31.8% | -11.6% | -20.2% | -28.8% |
| 3M | -47.7% | 0.0% | -47.8% | -48.4% |
| 6M | -48.7% | -8.4% | -40.3% | -48.0% |
| YTD | -21.8% | +65.9% | -87.7% | -38.7% |
| 1Y | -47.8% | +69.4% | -117.2% | -59.5% |
| All | +230.8% | +94.2% | +136.6% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling