+73.2%
CVE vs COPX
+128.6%
-55.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.3% |
| 7D | +5.9% | -2.8% | +8.8% | +6.6% |
| 30D | -10.9% | -14.3% | +3.5% | -7.7% |
| 3M | -4.5% | -19.0% | +14.5% | -0.2% |
| 6M | -1.0% | -24.4% | +23.4% | +4.8% |
| YTD | +74.7% | -3.2% | +78.0% | +63.1% |
| 1Y | +65.8% | +15.2% | +50.7% | +42.0% |
| 3Y | +73.2% | +127.6% | -54.4% | -3.3% |
| All | +73.2% | +128.6% | -55.4% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling