+116.8%
EXPE vs CVE
+68.0%
+48.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -11.2% | -10.0% | -1.2% | -10.4% |
| 30D | -7.5% | -11.9% | +4.4% | -6.6% |
| 3M | -19.1% | -5.9% | -13.1% | -19.2% |
| 6M | +10.7% | -1.6% | +12.3% | +8.9% |
| YTD | -9.9% | +66.3% | -76.2% | -25.0% |
| 1Y | -4.6% | +57.5% | -62.1% | -19.4% |
| 3Y | +116.8% | +65.4% | +51.4% | +66.0% |
| All | +116.8% | +68.0% | +48.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling