+148.6%
CVE vs RRC
+73.1%
+75.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | +5.9% | +6.4% | -0.4% | +3.3% |
| 30D | -10.9% | +23.9% | -34.7% | -19.0% |
| 3M | -4.5% | +30.2% | -34.7% | -15.0% |
| 6M | -1.0% | +26.3% | -27.2% | -10.8% |
| YTD | +74.7% | +48.1% | +26.7% | +47.5% |
| 1Y | +65.8% | +37.7% | +28.2% | +44.0% |
| 3Y | +73.2% | +60.3% | +12.9% | +39.5% |
| 5Y | +155.6% | +135.3% | +20.3% | +69.8% |
| All | +148.6% | +73.1% | +75.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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