+285.8%
TEL vs CVE
+149.3%
+136.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | +4.5% | +5.9% | -1.4% | +3.3% |
| 30D | +2.9% | -10.9% | +13.7% | +5.0% |
| 3M | +1.1% | -4.5% | +5.7% | +1.6% |
| 6M | +5.0% | -1.0% | +6.0% | +3.9% |
| YTD | -3.9% | +74.7% | -78.6% | -16.6% |
| 1Y | -7.4% | +65.8% | -73.3% | -18.9% |
| 3Y | +81.0% | +73.2% | +7.8% | +54.1% |
| 5Y | +42.3% | +155.6% | -113.3% | +7.7% |
| All | +285.8% | +149.3% | +136.5% | +126.3% |
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