+76.0%
EXE vs CVE
+136.5%
-60.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -2.2% | -10.0% | +7.8% | +2.2% |
| 30D | -0.3% | -11.9% | +11.5% | +4.8% |
| 3M | -9.3% | -5.9% | -3.4% | -7.5% |
| 6M | -7.2% | -1.6% | -5.7% | -7.8% |
| YTD | -18.9% | +66.3% | -85.2% | -36.9% |
| 1Y | -21.7% | +57.5% | -79.2% | -37.6% |
| 3Y | +21.0% | +65.4% | -44.4% | -9.1% |
| 5Y | +76.0% | +144.2% | -68.2% | +1.2% |
| All | +76.0% | +136.5% | -60.6% | +1.2% |
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