+81.2%
TGT vs CVE
+61.2%
+19.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.0% |
| 7D | +2.6% | +4.6% | -2.1% | +2.9% |
| 30D | +6.6% | -12.0% | +18.6% | +6.0% |
| 3M | +5.2% | -3.8% | +9.0% | +4.8% |
| 6M | +35.3% | -2.7% | +38.1% | +34.8% |
| YTD | +70.3% | +73.6% | -3.3% | +66.6% |
| 1Y | +81.2% | +62.0% | +19.1% | +78.1% |
| All | +81.2% | +61.2% | +19.9% | +78.1% |
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