-27.8%
ROL vs CVE
-6.7%
-21.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +0.7% |
| 7D | +11.7% | -14.1% | +25.8% | +10.0% |
| 30D | +27.7% | -11.6% | +39.3% | +25.6% |
| 3M | +3.7% | 0.0% | +3.6% | +2.0% |
| 6M | -27.8% | -8.4% | -19.4% | -30.3% |
| All | -27.8% | -6.7% | -21.1% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling