+173.5%
CVE vs TDY
+455.3%
-281.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.9% |
| 7D | +2.0% | -1.8% | +3.8% | +3.2% |
| 30D | +13.2% | -13.8% | +27.0% | +24.9% |
| 3M | +21.7% | -3.9% | +25.6% | +23.6% |
| 6M | +48.4% | -9.0% | +57.4% | +54.7% |
| YTD | +100.1% | +16.5% | +83.6% | +73.9% |
| 1Y | +107.8% | +9.3% | +98.6% | +87.8% |
| 3Y | +76.9% | +45.1% | +31.8% | +25.5% |
| 5Y | +346.2% | +35.0% | +311.3% | +223.0% |
| 10Y | +173.5% | +469.0% | -295.5% | +11.0% |
| All | +173.5% | +455.3% | -281.8% | +11.0% |
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