+178.5%
EXE vs CVE
+477.1%
-298.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.6% |
| 7D | -0.3% | +2.5% | -2.8% | -1.3% |
| 30D | +8.5% | +16.7% | -8.3% | +1.5% |
| 3M | +5.5% | +9.3% | -3.8% | +0.9% |
| 6M | -5.9% | +43.6% | -49.5% | -20.3% |
| YTD | -9.7% | +93.6% | -103.3% | -33.5% |
| 1Y | +3.6% | +98.8% | -95.2% | -24.7% |
| 3Y | +18.0% | +73.6% | -55.6% | -11.7% |
| 5Y | +109.4% | +312.5% | -203.1% | +6.1% |
| All | +178.5% | +477.1% | -298.6% | +32.8% |
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