-24.1%
RKT vs CVE
+556.6%
-580.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.7% | -5.1% |
| 7D | -7.5% | +4.6% | -12.1% | -7.7% |
| 30D | +26.6% | -12.0% | +38.6% | +27.2% |
| 3M | -2.4% | -3.8% | +1.4% | -2.6% |
| 6M | -7.4% | -2.7% | -4.6% | -7.7% |
| YTD | -29.2% | +73.6% | -102.8% | -34.1% |
| 1Y | -23.5% | +62.0% | -85.5% | -28.3% |
| 3Y | +73.9% | +72.7% | +1.2% | +59.6% |
| 5Y | -6.6% | +153.9% | -160.5% | -17.5% |
| All | -24.1% | +556.6% | -580.7% | -39.6% |
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