+127.7%
EXPE vs CVE
+149.3%
-21.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | -0.5% | +5.9% | -6.4% | -1.9% |
| 30D | -6.1% | -10.9% | +4.8% | -3.8% |
| 3M | -21.3% | -4.5% | -16.8% | -21.1% |
| 6M | +19.0% | -1.0% | +20.0% | +16.9% |
| YTD | -8.4% | +74.7% | -83.2% | -23.9% |
| 1Y | -2.8% | +65.8% | -68.6% | -18.3% |
| 3Y | +120.8% | +73.2% | +47.6% | +79.1% |
| 5Y | +46.2% | +155.6% | -109.4% | +1.8% |
| All | +127.7% | +149.3% | -21.6% | +11.8% |
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 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