+148.6%
CVE vs ROP
+185.2%
-36.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | +5.9% | +0.7% | +5.2% | +5.6% |
| 30D | -10.9% | +28.8% | -39.6% | -22.4% |
| 3M | -4.5% | +21.1% | -25.6% | -14.5% |
| 6M | -1.0% | +52.5% | -53.5% | -22.9% |
| YTD | +74.7% | +8.9% | +65.9% | +62.6% |
| 1Y | +65.8% | +8.2% | +57.6% | +54.8% |
| 3Y | +73.2% | -5.2% | +78.3% | +70.8% |
| 5Y | +155.6% | +1.7% | +153.9% | +134.2% |
| All | +148.6% | +185.2% | -36.6% | +30.5% |
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