+443.6%
TEAM vs CVE
+149.3%
+294.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.4% | +5.9% | -8.3% | -3.0% |
| 30D | -26.7% | -10.9% | -15.9% | -25.8% |
| 3M | -9.6% | -4.5% | -5.1% | -9.3% |
| 6M | +86.0% | -1.0% | +87.0% | +85.2% |
| YTD | -7.5% | +74.7% | -82.2% | -14.8% |
| 1Y | -1.4% | +65.8% | -67.2% | -8.6% |
| 3Y | -14.3% | +73.2% | -87.5% | -22.0% |
| 5Y | -66.3% | +155.6% | -221.9% | -70.7% |
| All | +443.6% | +149.3% | +294.4% | +330.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling