+135.5%
CVE vs TDY
+38.0%
+97.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -2.4% |
| 7D | -16.1% | -6.0% | -10.1% | -14.0% |
| 30D | -10.4% | +2.4% | -12.8% | -11.4% |
| 3M | -2.4% | -10.0% | +7.7% | +1.7% |
| 6M | -4.4% | -4.0% | -0.5% | -3.7% |
| YTD | +64.9% | +21.1% | +43.8% | +47.7% |
| 1Y | +66.0% | +22.1% | +43.9% | +48.0% |
| 3Y | +57.7% | +64.0% | -6.4% | +19.2% |
| All | +135.5% | +38.0% | +97.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling