+134.5%
CVE vs TAP
-49.3%
+183.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.5% |
| 7D | -16.1% | +0.5% | -16.7% | -16.9% |
| 30D | -10.4% | +9.1% | -19.5% | -14.8% |
| 3M | -2.4% | -3.8% | +1.4% | -2.0% |
| 6M | -4.4% | -3.4% | -1.0% | -5.1% |
| YTD | +64.9% | -10.6% | +75.6% | +68.5% |
| 1Y | +66.0% | -4.4% | +70.4% | +63.4% |
| 3Y | +57.7% | -24.4% | +82.0% | +69.0% |
| 5Y | +144.7% | +2.1% | +142.6% | +104.9% |
| All | +134.5% | -49.3% | +183.8% | +134.9% |
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