+10.6%
TE vs CVE
+67.9%
-57.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -10.5% | -10.1% | -0.5% | -6.2% |
| 30D | -32.4% | -12.1% | -20.3% | -29.1% |
| 3M | -60.9% | -1.9% | -59.0% | -61.5% |
| 6M | -62.8% | -1.8% | -61.0% | -64.1% |
| YTD | -65.7% | +65.8% | -131.5% | -77.4% |
| 1Y | -39.9% | +60.8% | -100.7% | -59.9% |
| 3Y | +10.6% | +70.1% | -59.5% | -39.5% |
| All | +10.6% | +67.9% | -57.3% | -39.5% |
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 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