+146.9%
CVE vs TAP
-47.7%
+194.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +4.6% | -6.3% | +11.0% | +7.7% |
| 30D | -12.0% | +2.7% | -14.7% | -14.0% |
| 3M | -3.8% | -3.7% | -0.1% | -3.5% |
| 6M | -2.7% | -2.0% | -0.7% | -4.1% |
| YTD | +73.6% | -12.3% | +85.9% | +78.9% |
| 1Y | +62.0% | -10.1% | +72.1% | +64.3% |
| 3Y | +72.7% | -25.3% | +98.0% | +85.9% |
| 5Y | +153.9% | -1.9% | +155.9% | +117.5% |
| All | +146.9% | -47.7% | +194.6% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling