+67.4%
CVE vs ROP
+913.4%
-846.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.9% | -11.6% | -10.0% |
| 7D | -12.1% | +11.7% | -23.8% | -18.2% |
| 30D | -9.8% | +35.5% | -45.2% | -25.9% |
| 3M | -0.7% | +25.3% | -26.0% | -15.0% |
| 6M | -4.3% | +38.9% | -43.2% | -24.5% |
| YTD | +70.6% | +11.4% | +59.2% | +53.0% |
| 1Y | +73.2% | +10.3% | +62.8% | +56.1% |
| 3Y | +60.3% | -0.2% | +60.5% | +50.2% |
| 5Y | +159.3% | +4.1% | +155.2% | +128.2% |
| 10Y | +147.4% | +208.2% | -60.8% | -5.3% |
| All | +67.4% | +913.4% | -846.0% | -77.4% |
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 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