+126.5%
EXPE vs CVE
+137.5%
-11.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.7% | -11.0% | -13.1% |
| 7D | -3.6% | -14.1% | +10.4% | -0.3% |
| 30D | +4.8% | -11.6% | +16.4% | +7.5% |
| 3M | -14.6% | 0.0% | -14.7% | -15.5% |
| 6M | +10.0% | -8.4% | +18.4% | +10.1% |
| YTD | -3.3% | +65.9% | -69.2% | -18.6% |
| 1Y | +28.4% | +69.4% | -41.0% | +7.2% |
| 3Y | +145.1% | +55.9% | +89.2% | +104.1% |
| 5Y | +51.6% | +146.2% | -94.5% | +6.5% |
| All | +126.5% | +137.5% | -11.0% | +11.9% |
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