+153.9%
CVE vs TD
+103.6%
+50.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +4.6% | +0.6% | +4.1% | +4.2% |
| 30D | -12.0% | +5.0% | -17.0% | -15.1% |
| 3M | -3.8% | +1.1% | -4.9% | -5.2% |
| 6M | -2.7% | +16.5% | -19.2% | -14.2% |
| YTD | +73.6% | +34.3% | +39.3% | +36.0% |
| 1Y | +62.0% | +52.9% | +9.1% | +13.9% |
| 3Y | +72.7% | +132.2% | -59.5% | -17.0% |
| 5Y | +153.9% | +101.9% | +52.1% | +28.1% |
| All | +153.9% | +103.6% | +50.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling