+89.9%
CVE vs TAP
+36.1%
+53.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.5% | -2.3% | +4.8% | +3.6% |
| 30D | +16.7% | -2.1% | +18.9% | +17.5% |
| 3M | +9.3% | +6.6% | +2.7% | +4.6% |
| 6M | +43.6% | -11.5% | +55.1% | +50.1% |
| YTD | +93.6% | -10.3% | +103.8% | +99.7% |
| 1Y | +98.8% | -14.4% | +113.1% | +108.4% |
| 3Y | +73.6% | -28.3% | +101.9% | +93.1% |
| 5Y | +312.5% | +1.7% | +310.8% | +257.2% |
| 10Y | +161.0% | -49.2% | +210.3% | +212.7% |
| All | +89.9% | +36.1% | +53.8% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling