+54.8%
ROK vs CVE
+54.6%
+0.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.7% | -11.4% | -13.6% |
| 7D | -15.6% | -14.1% | -1.5% | -13.2% |
| 30D | -15.5% | -11.6% | -3.8% | -13.6% |
| 3M | -15.1% | 0.0% | -15.1% | -15.6% |
| 6M | -12.0% | -8.4% | -3.7% | -11.3% |
| YTD | -1.1% | +65.9% | -67.0% | -16.6% |
| 1Y | +6.5% | +69.4% | -62.9% | -10.9% |
| All | +54.8% | +54.6% | +0.2% | +22.7% |
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