+341.6%
CVE vs TDY
+36.7%
+304.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +0.2% | -0.9% | +1.1% | +0.5% |
| 30D | +17.5% | -12.5% | +30.0% | +23.9% |
| 3M | +16.2% | -1.2% | +17.4% | +15.9% |
| 6M | +47.8% | -6.6% | +54.3% | +50.2% |
| YTD | +98.5% | +18.5% | +80.0% | +80.1% |
| 1Y | +109.8% | +10.8% | +99.0% | +95.6% |
| 3Y | +75.5% | +47.5% | +28.0% | +41.1% |
| 5Y | +341.6% | +35.8% | +305.8% | +261.1% |
| All | +341.6% | +36.7% | +304.9% | +261.1% |
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