-27.8%
TE vs CVE
+72.1%
-99.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.9% |
| 7D | -4.0% | +2.5% | -6.5% | -5.2% |
| 30D | -15.9% | +16.7% | -32.6% | -22.7% |
| 3M | -60.5% | +9.3% | -69.8% | -62.6% |
| 6M | -35.2% | +43.6% | -78.8% | -49.8% |
| YTD | -31.1% | +93.6% | -124.7% | -56.8% |
| 1Y | +148.6% | +98.8% | +49.9% | +50.7% |
| All | -27.8% | +72.1% | -99.8% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling