+174.2%
EXPE vs CVE
+72.1%
+102.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -9.5% | +2.5% | -12.0% | -9.8% |
| 30D | -6.6% | +16.7% | -23.4% | -8.6% |
| 3M | +31.4% | +9.3% | +22.1% | +29.6% |
| 6M | +35.2% | +43.6% | -8.4% | +24.2% |
| YTD | +5.8% | +93.6% | -87.8% | -10.9% |
| 1Y | +38.7% | +98.8% | -60.1% | +15.1% |
| All | +174.2% | +72.1% | +102.1% | +103.2% |
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 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