+62.8%
CVE vs TD
+637.1%
-574.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | +1.6% |
| 7D | -14.1% | -3.2% | -10.8% | -11.4% |
| 30D | -11.6% | +4.9% | -16.5% | -16.8% |
| 3M | 0.0% | +2.3% | -2.3% | -4.0% |
| 6M | -8.4% | +17.8% | -26.2% | -26.2% |
| YTD | +65.9% | +33.5% | +32.4% | +14.0% |
| 1Y | +69.4% | +55.9% | +13.5% | -3.1% |
| 3Y | +55.9% | +131.5% | -75.6% | -46.0% |
| 5Y | +146.2% | +103.3% | +42.8% | -2.1% |
| 10Y | +140.6% | +308.6% | -167.9% | -50.4% |
| All | +62.8% | +637.1% | -574.4% | -80.2% |
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 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