+89.9%
CVE vs TD
+623.3%
-533.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | +0.2% |
| 7D | +2.5% | +0.3% | +2.2% | +2.0% |
| 30D | +16.7% | +0.4% | +16.3% | +15.6% |
| 3M | +9.3% | +7.6% | +1.6% | -1.0% |
| 6M | +43.6% | +25.0% | +18.6% | +7.9% |
| YTD | +93.6% | +31.0% | +62.6% | +37.3% |
| 1Y | +98.8% | +65.2% | +33.6% | +7.1% |
| 3Y | +73.6% | +122.5% | -48.9% | -36.7% |
| 5Y | +312.5% | +124.8% | +187.7% | +46.0% |
| 10Y | +161.0% | +298.2% | -137.2% | -44.0% |
| All | +89.9% | +623.3% | -533.4% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling