-51.7%
TE vs CVE
+60.9%
-112.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +3.2% |
| 7D | -22.0% | +0.1% | -22.0% | -22.0% |
| 30D | -33.6% | -10.8% | -22.8% | -34.8% |
| 3M | -61.1% | -4.3% | -56.7% | -61.2% |
| 6M | -64.7% | -1.5% | -63.3% | -64.9% |
| YTD | -68.1% | +70.7% | -138.8% | -70.1% |
| 1Y | -51.7% | +58.1% | -109.8% | -55.3% |
| All | -51.7% | +60.9% | -112.6% | -55.3% |
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