+135.5%
CVE vs ROP
+1.1%
+134.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | 0.0% |
| 7D | -16.1% | +2.1% | -18.3% | -16.6% |
| 30D | -10.4% | +32.9% | -43.3% | -16.0% |
| 3M | -2.4% | +20.0% | -22.4% | -6.5% |
| 6M | -4.4% | +36.4% | -40.8% | -11.9% |
| YTD | +64.9% | +7.8% | +57.1% | +62.5% |
| 1Y | +66.0% | +8.0% | +58.0% | +63.4% |
| 3Y | +57.7% | -3.5% | +61.1% | +60.1% |
| All | +135.5% | +1.1% | +134.4% | +128.4% |
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