+292.6%
TEL vs CVE
+161.7%
+130.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +3.0% | +2.5% | +0.5% | +2.4% |
| 30D | -3.9% | +16.7% | -20.7% | -7.0% |
| 3M | -5.1% | +9.3% | -14.4% | -7.4% |
| 6M | +0.6% | +43.6% | -43.0% | -8.0% |
| YTD | -7.3% | +93.6% | -100.9% | -20.8% |
| 1Y | +1.1% | +98.8% | -97.6% | -14.4% |
| 3Y | +63.7% | +73.6% | -9.9% | +39.9% |
| 5Y | +50.7% | +312.5% | -261.8% | +3.6% |
| All | +292.6% | +161.7% | +130.8% | +126.0% |
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