+73.2%
CVE vs TCOM
+7.1%
+66.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +2.5% | -9.5% | +12.0% | +3.2% |
| 30D | +16.7% | -10.7% | +27.5% | +17.6% |
| 3M | +9.3% | -14.6% | +23.9% | +10.4% |
| 6M | +43.6% | -19.3% | +62.9% | +45.4% |
| YTD | +93.6% | -42.9% | +136.5% | +101.5% |
| 1Y | +98.8% | -43.8% | +142.5% | +107.1% |
| All | +73.2% | +7.1% | +66.1% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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