+61.3%
EXE vs CVE
+142.8%
-81.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -6.6% | -16.1% | +9.6% | +0.6% |
| 30D | -4.0% | -10.4% | +6.4% | +0.2% |
| 3M | -7.5% | -2.4% | -5.1% | -7.1% |
| 6M | -11.7% | -4.4% | -7.2% | -11.1% |
| YTD | -22.0% | +64.9% | -86.9% | -39.2% |
| 1Y | -21.8% | +66.0% | -87.8% | -39.3% |
| 3Y | +8.0% | +57.7% | -49.6% | -17.0% |
| All | +61.3% | +142.8% | -81.5% | -6.6% |
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