+59.1%
ROK vs CVE
+67.9%
-8.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -11.5% | -10.1% | -1.5% | -9.7% |
| 30D | -10.0% | -12.1% | +2.1% | -7.9% |
| 3M | -11.4% | -1.9% | -9.6% | -11.7% |
| 6M | -13.7% | -1.8% | -11.8% | -14.4% |
| YTD | +1.0% | +65.8% | -64.7% | -14.8% |
| 1Y | +5.6% | +60.8% | -55.2% | -10.3% |
| 3Y | +59.1% | +70.1% | -11.0% | +23.5% |
| All | +59.1% | +67.9% | -8.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling