+299.4%
TPR vs CVE
+72.1%
+227.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.3% | +2.5% | -4.8% | -2.6% |
| 30D | -23.0% | +16.7% | -39.7% | -24.6% |
| 3M | -12.5% | +9.3% | -21.7% | -13.7% |
| 6M | -21.4% | +43.6% | -65.0% | -27.4% |
| YTD | -3.5% | +93.6% | -97.1% | -17.6% |
| 1Y | +17.4% | +98.8% | -81.4% | -1.0% |
| All | +299.4% | +72.1% | +227.4% | +213.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling