-27.2%
TGT vs CVE
+156.5%
-183.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +2.6% | +4.6% | -2.1% | +1.9% |
| 30D | +6.6% | -12.0% | +18.6% | +8.5% |
| 3M | +5.2% | -3.8% | +9.0% | +5.3% |
| 6M | +35.3% | -2.7% | +38.1% | +34.7% |
| YTD | +70.3% | +73.6% | -3.3% | +50.9% |
| 1Y | +81.2% | +62.0% | +19.1% | +62.5% |
| 3Y | +66.9% | +72.7% | -5.8% | +43.9% |
| 5Y | -27.2% | +153.9% | -181.1% | -40.1% |
| All | -27.2% | +156.5% | -183.7% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling