+46.6%
TGT vs CVE
+72.1%
-25.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.8% | +2.5% | -1.7% | +0.3% |
| 30D | +12.2% | +16.7% | -4.5% | +9.0% |
| 3M | +33.8% | +9.3% | +24.5% | +31.2% |
| 6M | +39.3% | +43.6% | -4.3% | +28.0% |
| YTD | +72.9% | +93.6% | -20.7% | +46.8% |
| 1Y | +84.6% | +98.8% | -14.2% | +54.9% |
| All | +46.6% | +72.1% | -25.5% | +20.1% |
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 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