-76.8%
TE vs CVE
+217.2%
-294.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.7% | -13.7% | -16.0% |
| 7D | -20.3% | -14.1% | -6.2% | -18.2% |
| 30D | -40.0% | -11.6% | -28.4% | -38.9% |
| 3M | -58.3% | 0.0% | -58.4% | -58.6% |
| 6M | -57.3% | -8.4% | -48.9% | -57.1% |
| YTD | -65.9% | +65.9% | -131.8% | -69.5% |
| 1Y | -44.3% | +69.4% | -113.7% | -50.5% |
| 3Y | -36.0% | +55.9% | -91.9% | -42.9% |
| 5Y | -80.1% | +146.2% | -226.3% | -82.8% |
| All | -76.8% | +217.2% | -294.0% | -80.7% |
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