+37.1%
CVE vs COPX
+125.0%
-87.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.5% |
| 7D | -16.1% | -1.0% | -15.1% | -16.0% |
| 30D | -10.4% | -14.8% | +4.4% | -2.3% |
| 3M | -2.4% | -17.2% | +14.9% | +7.1% |
| 6M | -4.4% | -14.5% | +10.0% | -1.0% |
| YTD | +64.9% | -0.4% | +65.4% | +46.1% |
| 1Y | +66.0% | +21.9% | +44.2% | +27.4% |
| 3Y | +57.7% | +123.7% | -66.1% | -25.2% |
| 5Y | +144.7% | +121.8% | +22.9% | +13.0% |
| 10Y | +139.2% | +397.9% | -258.7% | -36.0% |
| All | +37.1% | +125.0% | -87.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling