-53.2%
TE vs CVE
+270.2%
-323.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -4.0% | +2.5% | -6.5% | -4.4% |
| 30D | -15.9% | +16.7% | -32.6% | -18.4% |
| 3M | -60.5% | +9.3% | -69.8% | -61.3% |
| 6M | -35.2% | +43.6% | -78.8% | -40.1% |
| YTD | -31.1% | +93.6% | -124.7% | -39.9% |
| 1Y | +148.6% | +98.8% | +49.9% | +115.5% |
| 3Y | -26.4% | +73.6% | -100.0% | -35.6% |
| 5Y | -48.0% | +312.5% | -360.5% | -56.8% |
| All | -53.2% | +270.2% | -323.3% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling