+24.3%
TPR vs CVE
+68.4%
-44.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +6.4% |
| 7D | +13.9% | -14.1% | +27.9% | +10.5% |
| 30D | +14.9% | -11.6% | +26.5% | +12.2% |
| 3M | -15.4% | 0.0% | -15.4% | -15.1% |
| 6M | -4.5% | -8.4% | +3.9% | -5.4% |
| YTD | +6.0% | +65.9% | -59.9% | +5.5% |
| 1Y | +24.3% | +69.4% | -45.1% | +22.1% |
| All | +24.3% | +68.4% | -44.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling