+62.8%
CVE vs TAP
+41.9%
+20.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.7% |
| 7D | -14.1% | +7.7% | -21.8% | -17.6% |
| 30D | -11.6% | +14.4% | -26.0% | -18.0% |
| 3M | 0.0% | +2.0% | -2.0% | -2.4% |
| 6M | -8.4% | +2.5% | -10.9% | -11.6% |
| YTD | +65.9% | -6.4% | +72.3% | +65.9% |
| 1Y | +69.4% | -2.3% | +71.7% | +65.2% |
| 3Y | +55.9% | -20.3% | +76.2% | +63.1% |
| 5Y | +146.2% | +6.9% | +139.3% | +105.7% |
| 10Y | +140.6% | -46.3% | +187.0% | +177.7% |
| All | +62.8% | +41.9% | +20.9% | -14.8% |
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