+34.0%
ROK vs CVE
+150.7%
-116.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.8% |
| 7D | -8.5% | +0.1% | -8.6% | -8.4% |
| 30D | -6.4% | -10.8% | +4.4% | -4.5% |
| 3M | -8.8% | -4.3% | -4.5% | -8.4% |
| 6M | -10.5% | -1.5% | -9.0% | -11.1% |
| YTD | +5.4% | +70.7% | -65.3% | -8.4% |
| 1Y | +5.0% | +58.1% | -53.1% | -7.3% |
| 3Y | +64.3% | +69.8% | -5.5% | +38.5% |
| 5Y | +34.0% | +148.9% | -115.0% | +7.6% |
| All | +34.0% | +150.7% | -116.7% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling