+143.5%
CVE vs COPX
+322.8%
-179.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.8% |
| 30D | -10.8% | -14.0% | +3.1% | -3.2% |
| 3M | -4.3% | -17.1% | +12.8% | +4.9% |
| 6M | -1.5% | -15.9% | +14.4% | +3.2% |
| YTD | +70.7% | +2.6% | +68.1% | +45.9% |
| 1Y | +58.1% | +21.6% | +36.5% | +18.3% |
| 3Y | +69.8% | +142.7% | -72.8% | -31.4% |
| 5Y | +148.9% | +122.2% | +26.7% | +2.5% |
| 10Y | +143.5% | +338.8% | -195.2% | -42.6% |
| All | +143.5% | +322.8% | -179.2% | -42.6% |
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