+460.1%
TEAM vs CVE
+136.1%
+323.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.6% | -15.6% | -16.1% |
| 7D | -19.8% | -16.1% | -3.7% | -18.2% |
| 30D | -21.5% | -10.4% | -11.1% | -20.6% |
| 3M | +39.5% | -2.4% | +41.9% | +39.6% |
| 6M | +73.1% | -4.4% | +77.5% | +72.8% |
| YTD | -5.2% | +64.9% | -70.2% | -12.1% |
| 1Y | -1.6% | +66.0% | -67.6% | -8.9% |
| 3Y | -11.4% | +57.7% | -69.1% | -18.6% |
| 5Y | -65.1% | +144.7% | -209.8% | -69.5% |
| All | +460.1% | +136.1% | +323.9% | +343.8% |
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