+214.9%
ROL vs CVE
+136.7%
+78.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +7.5% | -10.1% | +17.6% | +8.1% |
| 30D | +21.1% | -12.1% | +33.2% | +21.8% |
| 3M | +3.1% | -1.9% | +5.0% | +3.0% |
| 6M | -27.4% | -1.8% | -25.6% | -27.6% |
| YTD | -34.7% | +65.8% | -100.5% | -37.0% |
| 1Y | -32.9% | +60.8% | -93.8% | -35.1% |
| 3Y | +6.1% | +70.1% | -64.0% | +1.4% |
| 5Y | +16.3% | +134.8% | -118.4% | +7.4% |
| 10Y | +214.9% | +130.1% | +84.8% | +169.7% |
| All | +214.9% | +136.7% | +78.2% | +169.7% |
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 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