+18.9%
EXPE vs CVE
+67.8%
-48.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -5.0% |
| 7D | -9.3% | -16.1% | +6.8% | -13.7% |
| 30D | +0.1% | -10.4% | +10.5% | -2.9% |
| 3M | -15.3% | -2.4% | -12.9% | -15.8% |
| 6M | +5.5% | -4.4% | +9.9% | +5.5% |
| YTD | -8.0% | +64.9% | -72.9% | -9.1% |
| 1Y | +18.9% | +66.0% | -47.2% | +14.8% |
| All | +18.9% | +67.8% | -48.9% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling