+449.6%
TPR vs CVE
+89.9%
+359.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.3% | +2.5% | -4.8% | -3.0% |
| 30D | -23.0% | +16.7% | -39.7% | -26.4% |
| 3M | -12.5% | +9.3% | -21.7% | -15.4% |
| 6M | -21.4% | +43.6% | -65.0% | -30.5% |
| YTD | -3.5% | +93.6% | -97.1% | -22.1% |
| 1Y | +17.4% | +98.8% | -81.4% | -6.4% |
| 3Y | +291.3% | +73.6% | +217.7% | +215.9% |
| 5Y | +241.9% | +312.5% | -70.6% | +102.4% |
| 10Y | +322.7% | +161.0% | +161.6% | +129.6% |
| All | +449.6% | +89.9% | +359.7% | +212.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling