+51.6%
TEL vs CVE
+317.2%
-265.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +3.0% | +2.5% | +0.5% | +2.5% |
| 30D | -3.9% | +16.7% | -20.7% | -6.8% |
| 3M | -5.1% | +9.3% | -14.4% | -7.2% |
| 6M | +0.6% | +43.6% | -43.0% | -8.2% |
| YTD | -7.3% | +93.6% | -100.9% | -21.5% |
| 1Y | +1.1% | +98.8% | -97.6% | -15.2% |
| 3Y | +63.7% | +73.6% | -9.9% | +37.4% |
| All | +51.6% | +317.2% | -265.6% | -1.5% |
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 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