+43.3%
TEL vs CVE
+156.5%
-113.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +5.6% | +4.6% | +0.9% | +4.7% |
| 30D | +0.9% | -12.0% | +12.9% | +3.0% |
| 3M | +2.1% | -3.8% | +5.9% | +2.3% |
| 6M | +2.7% | -2.7% | +5.4% | +2.1% |
| YTD | -3.2% | +73.6% | -76.8% | -16.6% |
| 1Y | -10.6% | +62.0% | -72.6% | -21.8% |
| 3Y | +79.8% | +72.7% | +7.1% | +50.4% |
| 5Y | +43.3% | +153.9% | -110.7% | +6.4% |
| All | +43.3% | +156.5% | -113.3% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling