+61.8%
CVE vs TCOM
+154.8%
-93.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -16.1% | +12.1% | -28.2% | -18.4% |
| 30D | -10.4% | +16.5% | -26.9% | -13.6% |
| 3M | -2.4% | -4.0% | +1.7% | -1.9% |
| 6M | -4.4% | -18.5% | +14.1% | -0.8% |
| YTD | +64.9% | -38.3% | +103.2% | +80.5% |
| 1Y | +66.0% | -36.6% | +102.6% | +80.4% |
| 3Y | +57.7% | +31.1% | +26.5% | +37.3% |
| 5Y | +144.7% | +47.6% | +97.1% | +91.1% |
| 10Y | +139.2% | +5.1% | +134.2% | +94.3% |
| All | +61.8% | +154.8% | -93.0% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling