-34.7%
TLT vs CVE
+148.3%
-183.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.1% |
| 7D | +0.5% | -14.1% | +14.6% | -0.2% |
| 30D | +6.0% | -11.6% | +17.6% | +5.4% |
| 3M | -0.9% | 0.0% | -1.0% | -0.8% |
| 6M | -2.6% | -8.4% | +5.8% | -2.8% |
| YTD | -3.1% | +65.9% | -69.0% | -0.8% |
| 1Y | -4.4% | +69.4% | -73.8% | -2.0% |
| 3Y | +5.5% | +55.9% | -50.5% | +7.7% |
| 5Y | -34.7% | +146.2% | -180.9% | -29.5% |
| All | -34.7% | +148.3% | -183.0% | -29.5% |
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