+134.8%
CVE vs RRC
+111.3%
+23.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.1% | -10.3% | +0.2% | -5.3% |
| 30D | -12.1% | +19.5% | -31.6% | -20.3% |
| 3M | -1.9% | +27.9% | -29.8% | -14.1% |
| 6M | -1.8% | +21.2% | -23.0% | -11.8% |
| YTD | +65.8% | +39.6% | +26.2% | +38.8% |
| 1Y | +60.8% | +31.3% | +29.6% | +38.6% |
| 3Y | +70.1% | +51.9% | +18.2% | +33.5% |
| 5Y | +134.8% | +110.2% | +24.6% | +57.9% |
| All | +134.8% | +111.3% | +23.5% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling