+874.1%
EXPE vs CVE
+67.4%
+806.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -7.6% | +18.2% | +12.6% |
| 7D | +14.6% | -12.1% | +26.7% | +18.1% |
| 30D | +21.4% | -9.8% | +31.2% | +24.0% |
| 3M | +1.4% | -0.7% | +2.1% | +0.4% |
| 6M | +28.6% | -4.3% | +32.9% | +27.1% |
| YTD | +12.1% | +70.6% | -58.5% | -7.2% |
| 1Y | +50.0% | +73.2% | -23.1% | +23.5% |
| 3Y | +184.1% | +60.3% | +123.8% | +133.1% |
| 5Y | +103.3% | +159.3% | -56.0% | +38.6% |
| 10Y | +165.3% | +147.4% | +17.9% | +43.6% |
| All | +874.1% | +67.4% | +806.7% | +478.9% |
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