+1,211.4%
ROL vs CVE
+67.4%
+1,144.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.6% | +10.4% | +3.5% |
| 7D | +14.6% | -12.1% | +26.6% | +16.0% |
| 30D | +29.3% | -9.8% | +39.1% | +30.4% |
| 3M | +2.0% | -0.7% | +2.7% | +1.7% |
| 6M | -28.5% | -4.3% | -24.2% | -28.6% |
| YTD | -35.3% | +70.6% | -105.9% | -39.5% |
| 1Y | -34.7% | +73.2% | -107.8% | -39.0% |
| 3Y | +4.9% | +60.3% | -55.5% | -2.8% |
| 5Y | +13.2% | +159.3% | -146.1% | -3.5% |
| 10Y | +223.3% | +147.4% | +75.9% | +154.9% |
| All | +1,211.4% | +67.4% | +1,144.0% | +1,004.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling