+39.8%
EXPE vs CVE
+135.1%
-95.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -13.3% | -10.1% | -3.2% | -11.8% |
| 30D | -5.5% | -12.1% | +6.6% | -3.7% |
| 3M | -16.5% | -1.9% | -14.6% | -17.0% |
| 6M | +13.1% | -1.8% | +14.9% | +11.3% |
| YTD | -8.0% | +65.8% | -73.8% | -22.2% |
| 1Y | +1.1% | +60.8% | -59.7% | -14.1% |
| 3Y | +131.2% | +70.1% | +61.0% | +86.4% |
| 5Y | +39.8% | +134.8% | -95.0% | -4.6% |
| All | +39.8% | +135.1% | -95.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling