+143.5%
CVE vs TDY
+457.2%
-313.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.2% |
| 7D | +0.1% | +3.0% | -3.0% | -2.2% |
| 30D | -10.8% | +6.1% | -16.9% | -14.7% |
| 3M | -4.3% | -4.5% | +0.2% | -2.0% |
| 6M | -1.5% | +2.9% | -4.4% | -5.3% |
| YTD | +70.7% | +27.5% | +43.2% | +38.5% |
| 1Y | +58.1% | +26.5% | +31.6% | +28.8% |
| 3Y | +69.8% | +70.1% | -0.2% | +6.4% |
| 5Y | +148.9% | +46.8% | +102.1% | +69.2% |
| 10Y | +143.5% | +447.2% | -303.6% | -0.5% |
| All | +143.5% | +457.2% | -313.6% | -0.5% |
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