+320.2%
CVE vs ROP
-13.6%
+333.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.5% |
| 7D | +2.5% | -4.4% | +6.9% | +3.6% |
| 30D | +16.7% | +3.2% | +13.5% | +15.7% |
| 3M | +9.3% | +23.1% | -13.8% | +2.9% |
| 6M | +43.6% | +13.3% | +30.3% | +38.1% |
| YTD | +93.6% | -7.9% | +101.4% | +97.7% |
| 1Y | +98.8% | -22.1% | +120.8% | +115.1% |
| 3Y | +73.6% | -16.8% | +90.4% | +82.1% |
| All | +320.2% | -13.6% | +333.7% | +335.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling