+153.9%
CVE vs TCOM
+40.9%
+113.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +4.6% | -1.4% | +6.0% | +4.8% |
| 30D | -12.0% | +11.5% | -23.5% | -13.2% |
| 3M | -3.8% | -5.2% | +1.4% | -3.3% |
| 6M | -2.7% | -16.9% | +14.2% | -0.9% |
| YTD | +73.6% | -39.9% | +113.5% | +83.4% |
| 1Y | +62.0% | -42.1% | +104.1% | +72.0% |
| 3Y | +72.7% | +28.0% | +44.7% | +59.8% |
| 5Y | +153.9% | +40.4% | +113.5% | +137.2% |
| All | +153.9% | +40.9% | +113.0% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling