+73.2%
CVE vs TAP
-28.0%
+101.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +2.5% | -2.3% | +4.8% | +2.7% |
| 30D | +16.7% | -2.1% | +18.9% | +16.9% |
| 3M | +9.3% | +6.6% | +2.7% | +8.1% |
| 6M | +43.6% | -11.5% | +55.1% | +45.6% |
| YTD | +93.6% | -10.3% | +103.8% | +95.4% |
| 1Y | +98.8% | -14.4% | +113.1% | +101.9% |
| All | +73.2% | -28.0% | +101.2% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling