+159.8%
CVE vs COPX
+592.9%
-433.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | 0.0% |
| 7D | +0.2% | +5.8% | -5.6% | -3.3% |
| 30D | +17.5% | +7.2% | +10.3% | +11.8% |
| 3M | +16.2% | +16.5% | -0.3% | +2.4% |
| 6M | +47.8% | +18.4% | +29.3% | +22.4% |
| YTD | +98.5% | +31.9% | +66.6% | +48.2% |
| 1Y | +109.8% | +88.5% | +21.3% | +18.1% |
| 3Y | +75.5% | +173.1% | -97.6% | -30.8% |
| 5Y | +341.6% | +193.1% | +148.5% | +56.2% |
| 10Y | +159.8% | +591.7% | -431.9% | -53.2% |
| All | +159.8% | +592.9% | -433.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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