+216.0%
ROL vs CVE
+136.1%
+79.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | +9.5% | -16.1% | +25.6% | +10.5% |
| 30D | +22.9% | -10.4% | +33.3% | +23.5% |
| 3M | +3.5% | -2.4% | +5.9% | +3.5% |
| 6M | -29.4% | -4.4% | -25.0% | -29.4% |
| YTD | -36.1% | +64.9% | -101.0% | -38.2% |
| 1Y | -34.4% | +66.0% | -100.4% | -36.6% |
| 3Y | +4.0% | +57.7% | -53.6% | -0.1% |
| 5Y | +13.2% | +144.7% | -131.5% | +4.2% |
| All | +216.0% | +136.1% | +79.9% | +171.6% |
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 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