+77.9%
TEM vs CVE
+67.3%
+10.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.3% | -5.9% |
| 7D | -5.9% | +5.9% | -11.8% | -7.7% |
| 30D | +4.8% | -10.9% | +15.7% | +8.1% |
| 3M | +31.9% | -4.5% | +36.4% | +32.2% |
| 6M | +56.0% | -1.0% | +57.0% | +53.3% |
| YTD | +21.3% | +74.7% | -53.5% | -14.3% |
| 1Y | +5.4% | +65.8% | -60.4% | -23.4% |
| All | +77.9% | +67.3% | +10.6% | +25.5% |
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 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