+280.7%
TEL vs CVE
+136.1%
+144.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.8% | -16.1% | +13.3% | +0.6% |
| 30D | -4.1% | -10.4% | +6.3% | -2.2% |
| 3M | -3.4% | -2.4% | -1.0% | -3.4% |
| 6M | -3.5% | -4.4% | +0.9% | -3.8% |
| YTD | -8.0% | +64.9% | -73.0% | -19.3% |
| 1Y | -13.7% | +66.0% | -79.7% | -24.5% |
| 3Y | +71.9% | +57.7% | +14.3% | +49.3% |
| 5Y | +40.9% | +144.7% | -103.8% | +7.6% |
| All | +280.7% | +136.1% | +144.5% | +125.5% |
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