+1,080.6%
ROK vs CVE
+62.8%
+1,017.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.7% | -11.4% | -13.4% |
| 7D | -15.6% | -14.1% | -1.5% | -12.1% |
| 30D | -15.5% | -11.6% | -3.8% | -12.7% |
| 3M | -15.1% | 0.0% | -15.1% | -15.6% |
| 6M | -12.0% | -8.4% | -3.7% | -11.2% |
| YTD | -1.1% | +65.9% | -67.0% | -16.6% |
| 1Y | +6.5% | +69.4% | -62.9% | -10.8% |
| 3Y | +51.8% | +55.9% | -4.1% | +27.0% |
| 5Y | +22.2% | +146.2% | -124.0% | -15.5% |
| 10Y | +289.3% | +140.6% | +148.7% | +114.2% |
| All | +1,080.6% | +62.8% | +1,017.8% | +606.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling