+135.5%
CVE vs COO
-41.6%
+177.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -16.1% | +4.7% | -20.9% | -16.8% |
| 30D | -10.4% | +13.9% | -24.3% | -12.4% |
| 3M | -2.4% | -14.9% | +12.6% | +0.1% |
| 6M | -4.4% | +2.0% | -6.5% | -5.9% |
| YTD | +64.9% | -23.9% | +88.9% | +73.0% |
| 1Y | +66.0% | -9.6% | +75.6% | +66.8% |
| 3Y | +57.7% | -25.4% | +83.1% | +61.0% |
| All | +135.5% | -41.6% | +177.1% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling