+268.2%
ROK vs CVE
+144.4%
+123.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.6% |
| 7D | -8.5% | +0.1% | -8.6% | -8.4% |
| 30D | -6.4% | -10.8% | +4.4% | -4.0% |
| 3M | -8.8% | -4.3% | -4.5% | -8.3% |
| 6M | -10.5% | -1.5% | -9.0% | -11.2% |
| YTD | +5.4% | +70.7% | -65.3% | -9.3% |
| 1Y | +5.0% | +58.1% | -53.1% | -8.1% |
| 3Y | +64.3% | +69.8% | -5.5% | +38.4% |
| 5Y | +34.0% | +148.9% | -115.0% | -1.5% |
| 10Y | +268.2% | +143.5% | +124.6% | +104.8% |
| All | +268.2% | +144.4% | +123.8% | +104.8% |
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