-79.7%
TE vs CVE
+142.8%
-222.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -12.6% | -16.1% | +3.5% | -6.7% |
| 30D | -36.7% | -10.4% | -26.3% | -34.6% |
| 3M | -57.5% | -2.4% | -55.1% | -57.8% |
| 6M | -55.2% | -4.4% | -50.8% | -55.7% |
| YTD | -64.7% | +64.9% | -129.6% | -73.1% |
| 1Y | -35.9% | +66.0% | -101.9% | -51.7% |
| 3Y | -31.8% | +57.7% | -89.4% | -49.0% |
| All | -79.7% | +142.8% | -222.5% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling