+4.3%
ROL vs CVE
+68.0%
-63.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.4% | -10.0% | +13.4% | +3.0% |
| 30D | +20.8% | -11.9% | +32.6% | +20.2% |
| 3M | +3.7% | -5.9% | +9.7% | +3.4% |
| 6M | -27.7% | -1.6% | -26.1% | -27.9% |
| YTD | -34.9% | +66.3% | -101.2% | -34.4% |
| 1Y | -33.3% | +57.5% | -90.8% | -32.8% |
| 3Y | +4.3% | +65.4% | -61.1% | +5.5% |
| All | +4.3% | +68.0% | -63.7% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling