+225.5%
TGT vs CVE
+136.7%
+88.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.7% |
| 7D | +4.7% | -10.1% | +14.8% | +5.8% |
| 30D | +8.0% | -12.1% | +20.1% | +9.2% |
| 3M | +11.7% | -1.9% | +13.5% | +11.6% |
| 6M | +34.7% | -1.8% | +36.6% | +34.3% |
| YTD | +74.4% | +65.8% | +8.6% | +63.3% |
| 1Y | +89.2% | +60.8% | +28.3% | +77.7% |
| 3Y | +73.4% | +70.1% | +3.3% | +60.1% |
| 5Y | -24.0% | +134.8% | -158.8% | -32.5% |
| 10Y | +225.5% | +130.1% | +95.4% | +177.6% |
| All | +225.5% | +136.7% | +88.8% | +177.6% |
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