+215.8%
TGT vs CVE
+161.7%
+54.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +0.8% | +2.5% | -1.7% | +0.5% |
| 30D | +12.2% | +16.7% | -4.5% | +10.3% |
| 3M | +33.8% | +9.3% | +24.5% | +32.3% |
| 6M | +39.3% | +43.6% | -4.3% | +33.3% |
| YTD | +72.9% | +93.6% | -20.7% | +59.8% |
| 1Y | +84.6% | +98.8% | -14.2% | +69.9% |
| 3Y | +46.2% | +73.6% | -27.4% | +34.9% |
| 5Y | -21.3% | +312.5% | -333.8% | -33.3% |
| All | +215.8% | +161.7% | +54.1% | +161.3% |
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