+40.5%
TLT vs CVE
+67.4%
-26.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.4% | +0.2% |
| 7D | +1.0% | -12.1% | +13.0% | 0.0% |
| 30D | +6.0% | -9.8% | +15.8% | +5.3% |
| 3M | -0.9% | -0.7% | -0.2% | -0.8% |
| 6M | -2.3% | -4.3% | +2.1% | -2.3% |
| YTD | -3.3% | +70.6% | -73.9% | +1.3% |
| 1Y | -5.6% | +73.2% | -78.8% | -0.9% |
| 3Y | +5.2% | +60.3% | -55.1% | +10.7% |
| 5Y | -33.9% | +159.3% | -193.2% | -26.2% |
| 10Y | -17.8% | +147.4% | -165.2% | -4.1% |
| All | +40.5% | +67.4% | -26.8% | +62.4% |
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