-78.9%
TE vs CVE
+217.9%
-296.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.7% |
| 7D | -26.9% | -10.0% | -16.9% | -25.5% |
| 30D | -38.9% | -11.9% | -27.1% | -37.8% |
| 3M | -61.0% | -5.9% | -55.1% | -60.8% |
| 6M | -66.4% | -1.6% | -64.8% | -66.7% |
| YTD | -69.0% | +66.3% | -135.3% | -72.3% |
| 1Y | -54.0% | +57.5% | -111.5% | -58.6% |
| 3Y | +38.0% | +65.4% | -27.4% | +22.4% |
| 5Y | -81.0% | +144.2% | -225.1% | -83.5% |
| All | -78.9% | +217.9% | -296.8% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling