+115.5%
EXPE vs CVE
+136.1%
-20.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -9.3% | -16.1% | +6.8% | -5.6% |
| 30D | +0.1% | -10.4% | +10.5% | +2.4% |
| 3M | -15.3% | -2.4% | -12.9% | -15.6% |
| 6M | +5.5% | -4.4% | +9.9% | +4.4% |
| YTD | -8.0% | +64.9% | -72.9% | -22.5% |
| 1Y | +18.9% | +66.0% | -47.2% | -0.2% |
| 3Y | +135.5% | +57.7% | +77.9% | +95.5% |
| 5Y | +44.3% | +144.7% | -100.5% | +1.5% |
| All | +115.5% | +136.1% | -20.6% | +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 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