-48.8%
RIG vs CVE
+144.4%
-193.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +0.2% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | -5.2% | -10.8% | +5.7% | +5.0% |
| 3M | -8.6% | -4.3% | -4.3% | -5.5% |
| 6M | -18.9% | -1.5% | -17.5% | -18.7% |
| YTD | +28.6% | +70.7% | -42.1% | -21.5% |
| 1Y | +25.5% | +58.1% | -32.6% | -18.2% |
| 3Y | -20.2% | +69.8% | -90.0% | -49.8% |
| 5Y | +53.9% | +148.9% | -95.0% | -27.6% |
| 10Y | -48.8% | +143.5% | -192.3% | -76.2% |
| All | -48.8% | +144.4% | -193.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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