+463.9%
TPR vs CVE
+67.4%
+396.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.6% | +11.2% | +5.6% |
| 7D | +12.6% | -12.1% | +24.7% | +16.3% |
| 30D | +7.1% | -9.8% | +16.9% | +9.6% |
| 3M | -19.4% | -0.7% | -18.6% | -20.0% |
| 6M | -9.7% | -4.3% | -5.4% | -10.4% |
| YTD | -1.0% | +70.6% | -71.6% | -17.8% |
| 1Y | +19.3% | +73.2% | -53.9% | -1.6% |
| 3Y | +379.0% | +60.3% | +318.6% | +293.1% |
| 5Y | +239.1% | +159.3% | +79.8% | +129.3% |
| 10Y | +364.0% | +147.4% | +216.6% | +154.4% |
| All | +463.9% | +67.4% | +396.5% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling