+41.6%
TEL vs CVE
+142.8%
-101.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.8% | -16.1% | +13.3% | +0.1% |
| 30D | -4.1% | -10.4% | +6.3% | -2.5% |
| 3M | -3.4% | -2.4% | -1.0% | -3.6% |
| 6M | -3.5% | -4.4% | +0.9% | -3.9% |
| YTD | -8.0% | +64.9% | -73.0% | -20.0% |
| 1Y | -13.7% | +66.0% | -79.7% | -25.2% |
| 3Y | +71.9% | +57.7% | +14.3% | +46.3% |
| All | +41.6% | +142.8% | -101.2% | +6.9% |
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 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