+162.3%
CVE vs COO
+49.3%
+113.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | +2.5% | -2.2% | +4.7% | +3.3% |
| 30D | +16.7% | -7.0% | +23.7% | +19.7% |
| 3M | +9.3% | +12.2% | -2.9% | +3.8% |
| 6M | +43.6% | -15.1% | +58.7% | +50.8% |
| YTD | +93.6% | -15.1% | +108.7% | +102.9% |
| 1Y | +98.8% | +2.3% | +96.4% | +92.4% |
| 3Y | +73.6% | -23.7% | +97.3% | +81.7% |
| 5Y | +312.5% | -38.9% | +351.4% | +365.6% |
| All | +162.3% | +49.3% | +113.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling