+214.2%
ROL vs CVE
+159.5%
+54.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | -4.1% | +16.7% | -20.8% | -5.0% |
| 3M | -22.5% | +9.3% | -31.8% | -23.0% |
| 6M | -37.7% | +43.6% | -81.3% | -39.1% |
| YTD | -39.6% | +93.6% | -133.2% | -42.0% |
| 1Y | -36.0% | +98.8% | -134.8% | -38.8% |
| 3Y | -5.1% | +73.6% | -78.7% | -9.2% |
| 5Y | -3.4% | +312.5% | -315.9% | -13.8% |
| All | +214.2% | +159.5% | +54.7% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling