+441.0%
TEAM vs CVE
+132.7%
+308.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -22.2% | -10.0% | -12.2% | -21.3% |
| 30D | -28.1% | -11.9% | -16.3% | -27.2% |
| 3M | -2.2% | -5.9% | +3.8% | -1.7% |
| 6M | +62.2% | -1.6% | +63.8% | +61.5% |
| YTD | -8.4% | +66.3% | -74.6% | -15.1% |
| 1Y | -6.6% | +57.5% | -64.1% | -12.9% |
| 3Y | -15.7% | +65.4% | -81.1% | -22.9% |
| 5Y | -65.7% | +144.2% | -209.9% | -70.1% |
| 10Y | +441.0% | +135.5% | +305.4% | +329.5% |
| All | +441.0% | +132.7% | +308.2% | +329.5% |
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