+454.5%
TEAM vs CVE
+144.4%
+310.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.3% |
| 7D | -19.7% | +0.1% | -19.8% | -19.7% |
| 30D | -26.6% | -10.8% | -15.8% | -25.7% |
| 3M | -1.1% | -4.3% | +3.3% | -0.8% |
| 6M | +74.6% | -1.5% | +76.1% | +73.8% |
| YTD | -6.0% | +70.7% | -76.7% | -13.2% |
| 1Y | -3.2% | +58.1% | -61.3% | -9.8% |
| 3Y | -13.5% | +69.8% | -83.4% | -21.1% |
| 5Y | -65.5% | +148.9% | -214.4% | -69.9% |
| 10Y | +454.5% | +143.5% | +311.0% | +340.9% |
| All | +454.5% | +144.4% | +310.1% | +340.9% |
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