+70.4%
TGT vs CVE
+70.2%
+0.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +6.7% | -10.8% | +17.5% | +8.2% |
| 3M | +8.4% | -4.3% | +12.8% | +8.4% |
| 6M | +40.7% | -1.5% | +42.2% | +39.5% |
| YTD | +72.2% | +70.7% | +1.5% | +48.3% |
| 1Y | +86.2% | +58.1% | +28.1% | +63.4% |
| All | +70.4% | +70.2% | +0.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling