+130.4%
EXPE vs CVE
+147.6%
-17.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -4.2% | +4.6% | -8.8% | -5.3% |
| 30D | -4.5% | -12.0% | +7.5% | -1.9% |
| 3M | -19.7% | -3.8% | -15.9% | -19.6% |
| 6M | +18.3% | -2.7% | +21.0% | +16.8% |
| YTD | -7.3% | +73.6% | -80.9% | -22.9% |
| 1Y | -3.9% | +62.0% | -65.9% | -18.7% |
| 3Y | +123.0% | +72.7% | +50.3% | +81.0% |
| 5Y | +47.9% | +153.9% | -106.0% | +3.1% |
| All | +130.4% | +147.6% | -17.3% | +13.3% |
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