+15.6%
ROL vs CVE
+148.3%
-132.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.1% |
| 7D | +11.7% | -14.1% | +25.8% | +12.2% |
| 30D | +27.7% | -11.6% | +39.3% | +28.0% |
| 3M | +3.7% | 0.0% | +3.6% | +3.4% |
| 6M | -27.8% | -8.4% | -19.4% | -27.8% |
| YTD | -34.7% | +65.9% | -100.6% | -36.5% |
| 1Y | -34.1% | +69.4% | -103.5% | -36.0% |
| 3Y | +5.9% | +55.9% | -50.0% | +2.5% |
| 5Y | +15.6% | +146.2% | -130.5% | +1.4% |
| All | +15.6% | +148.3% | -132.7% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling