+135.5%
CVE vs TDY
+465.6%
-330.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | -10.0% | -2.6% | -7.3% | -8.5% |
| 30D | -11.9% | +5.3% | -17.1% | -15.3% |
| 3M | -5.9% | -6.4% | +0.4% | -2.3% |
| 6M | -1.6% | +4.0% | -5.5% | -6.1% |
| YTD | +66.3% | +26.5% | +39.8% | +35.6% |
| 1Y | +57.5% | +24.2% | +33.3% | +30.0% |
| 3Y | +65.4% | +68.8% | -3.4% | +4.2% |
| 5Y | +144.2% | +45.9% | +98.3% | +66.7% |
| 10Y | +135.5% | +451.1% | -315.6% | -3.3% |
| All | +135.5% | +465.6% | -330.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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