+73.2%
CVE vs TAP
+4.4%
+68.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.7% | -7.4% |
| 7D | -12.1% | +9.9% | -22.0% | -11.6% |
| 30D | -9.8% | +18.1% | -27.9% | -9.5% |
| 3M | -0.7% | +3.2% | -3.9% | -0.4% |
| 6M | -4.3% | +8.4% | -12.8% | -4.4% |
| YTD | +70.6% | -4.4% | +75.0% | +70.5% |
| 1Y | +73.2% | +3.2% | +69.9% | +70.1% |
| All | +73.2% | +4.4% | +68.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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