+134.5%
CVE vs ROP
+196.0%
-61.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.9% |
| 7D | -16.1% | +2.1% | -18.3% | -17.3% |
| 30D | -10.4% | +32.9% | -43.3% | -23.3% |
| 3M | -2.4% | +20.3% | -22.7% | -12.4% |
| 6M | -4.4% | +36.8% | -41.2% | -21.1% |
| YTD | +64.9% | +8.1% | +56.8% | +54.0% |
| 1Y | +66.0% | +8.3% | +57.8% | +54.7% |
| 3Y | +57.7% | -3.2% | +60.9% | +53.2% |
| 5Y | +144.7% | +1.7% | +143.0% | +123.8% |
| All | +134.5% | +196.0% | -61.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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