+125.4%
EXPE vs CVE
+144.4%
-19.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.7% |
| 7D | -17.8% | +0.1% | -17.8% | -17.7% |
| 30D | -3.2% | -10.8% | +7.6% | -0.9% |
| 3M | -19.0% | -4.3% | -14.6% | -18.8% |
| 6M | +17.7% | -1.5% | +19.2% | +15.8% |
| YTD | -7.8% | +70.7% | -78.5% | -23.0% |
| 1Y | -1.4% | +58.1% | -59.5% | -16.0% |
| 3Y | +121.9% | +69.8% | +52.1% | +80.9% |
| 5Y | +44.3% | +148.9% | -104.7% | +1.1% |
| 10Y | +125.4% | +143.5% | -18.1% | +11.2% |
| All | +125.4% | +144.4% | -19.0% | +11.2% |
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