+29.5%
TPR vs CVE
+59.5%
-30.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +12.1% | -10.0% | +22.1% | +9.6% |
| 30D | +16.7% | -11.9% | +28.5% | +13.7% |
| 3M | -17.4% | -5.9% | -11.4% | -18.1% |
| 6M | +2.3% | -1.6% | +3.8% | +2.6% |
| YTD | +7.1% | +66.3% | -59.1% | +8.1% |
| 1Y | +29.5% | +57.5% | -28.0% | +31.2% |
| All | +29.5% | +59.5% | -30.0% | +31.2% |
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