+262.6%
ROK vs CVE
+132.7%
+129.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -11.0% | -10.0% | -1.0% | -8.8% |
| 30D | -8.2% | -11.9% | +3.7% | -5.6% |
| 3M | -8.5% | -5.9% | -2.5% | -7.5% |
| 6M | -12.0% | -1.6% | -10.4% | -12.7% |
| YTD | +3.1% | +66.3% | -63.2% | -10.8% |
| 1Y | +2.9% | +57.5% | -54.6% | -9.9% |
| 3Y | +60.7% | +65.4% | -4.8% | +36.2% |
| 5Y | +29.5% | +144.2% | -114.7% | -4.4% |
| 10Y | +262.6% | +135.5% | +127.1% | +102.8% |
| All | +262.6% | +132.7% | +129.9% | +102.8% |
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