-18.9%
EXE vs CVE
+73.4%
-92.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -0.6% |
| 7D | -4.7% | -12.1% | +7.4% | -0.9% |
| 30D | +1.0% | -9.8% | +10.8% | +3.9% |
| 3M | -5.6% | -0.7% | -4.9% | -5.8% |
| 6M | -12.3% | -4.3% | -8.0% | -11.5% |
| YTD | -19.5% | +70.6% | -90.1% | -32.5% |
| 1Y | -18.9% | +73.2% | -92.0% | -32.4% |
| All | -18.9% | +73.4% | -92.2% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling