+449.6%
TPR vs CVE
+89.9%
+359.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -2.7% | +2.5% | -5.2% | -3.4% |
| 30D | -23.3% | +16.7% | -40.0% | -26.6% |
| 3M | -12.8% | +9.3% | -22.1% | -15.7% |
| 6M | -21.7% | +43.6% | -65.3% | -30.7% |
| YTD | -3.9% | +93.6% | -97.5% | -22.4% |
| 1Y | +16.9% | +98.8% | -81.8% | -6.8% |
| 3Y | +289.8% | +73.6% | +216.2% | +214.7% |
| 5Y | +241.9% | +312.5% | -70.6% | +102.4% |
| 10Y | +322.7% | +161.0% | +161.6% | +129.6% |
| All | +449.6% | +89.9% | +359.7% | +212.0% |
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