+130.1%
CVE vs COPX
+368.8%
-238.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -2.9% |
| 7D | -10.1% | +3.3% | -13.4% | -12.3% |
| 30D | -12.1% | -12.2% | +0.1% | -5.8% |
| 3M | -1.9% | -14.5% | +12.6% | +5.6% |
| 6M | -1.8% | -12.2% | +10.3% | +0.1% |
| YTD | +65.8% | +5.2% | +60.6% | +39.8% |
| 1Y | +60.8% | +27.0% | +33.9% | +17.1% |
| 3Y | +70.1% | +149.1% | -79.0% | -32.0% |
| 5Y | +134.8% | +132.1% | +2.7% | -5.8% |
| 10Y | +130.1% | +365.9% | -235.8% | -45.5% |
| All | +130.1% | +368.8% | -238.7% | -45.5% |
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