+137.2%
CVE vs ROP
+181.1%
-43.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -10.0% | +0.2% | -10.2% | -10.3% |
| 30D | -11.9% | +30.3% | -42.2% | -23.8% |
| 3M | -5.9% | +17.8% | -23.7% | -14.6% |
| 6M | -1.6% | +38.9% | -40.5% | -19.5% |
| YTD | +66.3% | +7.6% | +58.6% | +55.6% |
| 1Y | +57.5% | +6.5% | +51.0% | +48.2% |
| 3Y | +65.4% | -6.3% | +71.7% | +64.1% |
| 5Y | +144.2% | +0.9% | +143.2% | +124.2% |
| All | +137.2% | +181.1% | -43.9% | +23.0% |
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