+48.3%
ROK vs CVE
+72.1%
-23.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | -3.3% | +16.7% | -20.0% | -6.4% |
| 3M | -5.9% | +9.3% | -15.1% | -7.7% |
| 6M | +13.9% | +43.6% | -29.7% | +3.0% |
| YTD | +12.6% | +93.6% | -81.0% | -6.6% |
| 1Y | +28.6% | +98.8% | -70.2% | +5.4% |
| All | +48.3% | +72.1% | -23.7% | +14.1% |
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