+357.4%
TRV vs CVE
+136.7%
+220.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.9% | -10.1% | +9.2% | +0.5% |
| 30D | +7.2% | -12.1% | +19.3% | +8.9% |
| 3M | +3.2% | -1.9% | +5.1% | +3.1% |
| 6M | +33.6% | -1.8% | +35.5% | +33.0% |
| YTD | +37.8% | +65.8% | -28.0% | +26.3% |
| 1Y | +43.4% | +60.8% | -17.4% | +31.9% |
| 3Y | +146.7% | +70.1% | +76.5% | +121.0% |
| 5Y | +176.1% | +134.8% | +41.3% | +129.2% |
| 10Y | +357.4% | +130.1% | +227.3% | +212.3% |
| All | +357.4% | +136.7% | +220.7% | +212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling