+41.3%
TLT vs CVE
+89.9%
-48.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.1% |
| 7D | -0.4% | +2.5% | -2.9% | -0.2% |
| 30D | -0.6% | +16.7% | -17.3% | +0.7% |
| 3M | -2.7% | +9.3% | -12.0% | -1.9% |
| 6M | -5.6% | +43.6% | -49.2% | -2.6% |
| YTD | -2.8% | +93.6% | -96.4% | +2.8% |
| 1Y | -1.4% | +98.8% | -100.2% | +4.6% |
| 3Y | -1.6% | +73.6% | -75.2% | +4.1% |
| 5Y | -33.8% | +312.5% | -346.3% | -23.1% |
| 10Y | -21.1% | +161.0% | -182.2% | -8.2% |
| All | +41.3% | +89.9% | -48.6% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling