-25.8%
TE vs CVE
+73.4%
-99.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.6% | +4.1% | -4.5% |
| 7D | +3.8% | -12.1% | +15.9% | +2.1% |
| 30D | -26.2% | -9.8% | -16.4% | -27.1% |
| 3M | -49.7% | -0.7% | -49.0% | -49.7% |
| 6M | -46.5% | -4.3% | -42.2% | -46.6% |
| YTD | -59.1% | +70.6% | -129.7% | -62.4% |
| 1Y | -25.8% | +73.2% | -99.0% | -33.9% |
| All | -25.8% | +73.4% | -99.2% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling