-78.3%
TE vs CVE
+226.4%
-304.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.4% |
| 7D | -22.0% | +0.1% | -22.0% | -21.9% |
| 30D | -33.6% | -10.8% | -22.8% | -32.5% |
| 3M | -61.1% | -4.3% | -56.7% | -61.0% |
| 6M | -64.7% | -1.5% | -63.3% | -65.0% |
| YTD | -68.1% | +70.7% | -138.8% | -71.6% |
| 1Y | -51.7% | +58.1% | -109.8% | -56.5% |
| 3Y | +42.0% | +69.8% | -27.8% | +25.4% |
| 5Y | -80.8% | +148.9% | -229.7% | -83.5% |
| All | -78.3% | +226.4% | -304.7% | -82.1% |
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 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