+819.0%
EXPE vs CVE
+89.9%
+729.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -9.5% | +2.5% | -12.0% | -10.2% |
| 30D | -6.6% | +16.7% | -23.4% | -10.7% |
| 3M | +31.4% | +9.3% | +22.1% | +26.7% |
| 6M | +35.2% | +43.6% | -8.4% | +19.7% |
| YTD | +5.8% | +93.6% | -87.8% | -14.7% |
| 1Y | +38.7% | +98.8% | -60.1% | +10.5% |
| 3Y | +175.8% | +73.6% | +102.2% | +122.6% |
| 5Y | +111.8% | +312.5% | -200.6% | +27.0% |
| 10Y | +179.7% | +161.0% | +18.7% | +50.4% |
| All | +819.0% | +89.9% | +729.1% | +432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling