+62.8%
CVE vs RRC
+12.1%
+50.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +0.9% | -1.3% |
| 7D | -14.1% | -6.9% | -7.2% | -11.5% |
| 30D | -11.6% | +25.4% | -37.0% | -20.2% |
| 3M | 0.0% | +31.9% | -31.9% | -11.6% |
| 6M | -8.4% | +17.2% | -25.6% | -15.0% |
| YTD | +65.9% | +43.4% | +22.5% | +41.4% |
| 1Y | +69.4% | +36.7% | +32.7% | +47.2% |
| 3Y | +55.9% | +38.8% | +17.1% | +32.3% |
| 5Y | +146.2% | +118.3% | +27.9% | +65.4% |
| 10Y | +140.6% | +67.7% | +72.9% | +46.8% |
| All | +62.8% | +12.1% | +50.7% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling