+62.8%
CVE vs ROP
+910.8%
-848.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | -14.1% | +9.2% | -23.3% | -18.9% |
| 30D | -11.6% | +35.5% | -47.1% | -27.4% |
| 3M | 0.0% | +24.4% | -24.4% | -13.9% |
| 6M | -8.4% | +38.0% | -46.4% | -27.4% |
| YTD | +65.9% | +11.1% | +54.8% | +49.0% |
| 1Y | +69.4% | +10.9% | +58.5% | +52.1% |
| 3Y | +55.9% | -0.5% | +56.4% | +46.3% |
| 5Y | +146.2% | +4.5% | +141.6% | +115.9% |
| 10Y | +140.6% | +207.5% | -66.8% | -7.7% |
| All | +62.8% | +910.8% | -848.0% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling