+379.1%
TPR vs CVE
+136.1%
+243.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +14.2% | -16.1% | +30.3% | +19.1% |
| 30D | +17.1% | -10.4% | +27.5% | +19.8% |
| 3M | -17.7% | -2.4% | -15.3% | -18.0% |
| 6M | -10.2% | -4.4% | -5.7% | -10.8% |
| YTD | +4.9% | +64.9% | -60.0% | -11.8% |
| 1Y | +36.1% | +66.0% | -29.9% | +14.0% |
| 3Y | +416.5% | +57.7% | +358.8% | +326.7% |
| 5Y | +254.8% | +144.7% | +110.1% | +144.9% |
| All | +379.1% | +136.1% | +243.0% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling