+130.1%
CVE vs TD
+311.5%
-181.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -1.1% |
| 7D | -10.1% | -0.6% | -9.4% | -9.8% |
| 30D | -12.1% | +7.9% | -20.0% | -19.8% |
| 3M | -1.9% | +3.1% | -5.0% | -6.7% |
| 6M | -1.8% | +17.2% | -19.0% | -20.5% |
| YTD | +65.8% | +34.7% | +31.0% | +12.1% |
| 1Y | +60.8% | +56.9% | +3.9% | -9.7% |
| 3Y | +70.1% | +134.7% | -64.6% | -44.0% |
| 5Y | +134.8% | +104.8% | +30.0% | -10.2% |
| 10Y | +130.1% | +305.8% | -175.7% | -37.2% |
| All | +130.1% | +311.5% | -181.4% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling