-10.5%
TEM vs CVE
+73.4%
-83.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -3.6% |
| 7D | -1.3% | -12.1% | +10.8% | -2.7% |
| 30D | -9.5% | -9.8% | +0.3% | -10.6% |
| 3M | +60.7% | -0.7% | +61.4% | +59.9% |
| 6M | +35.5% | -4.3% | +39.8% | +37.5% |
| YTD | +28.0% | +70.6% | -42.6% | +25.4% |
| 1Y | -10.5% | +73.2% | -83.7% | -12.2% |
| All | -10.5% | +73.4% | -83.9% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling