+149.7%
EXE vs CVE
+417.5%
-267.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.6% |
| 7D | +2.9% | +4.6% | -1.8% | +0.9% |
| 30D | -4.9% | -12.0% | +7.1% | -0.1% |
| 3M | -8.3% | -3.8% | -4.5% | -7.3% |
| 6M | -7.8% | -2.7% | -5.1% | -7.9% |
| YTD | -19.0% | +73.6% | -92.6% | -37.8% |
| 1Y | -24.8% | +62.0% | -86.9% | -40.5% |
| 3Y | +20.8% | +72.7% | -51.9% | -10.4% |
| 5Y | +76.2% | +153.9% | -77.7% | +6.6% |
| All | +149.7% | +417.5% | -267.8% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling