+62.6%
CVE vs TDY
+1,711.2%
-1,648.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -2.1% |
| 7D | -10.1% | -2.5% | -7.6% | -8.7% |
| 30D | -12.1% | +4.8% | -16.9% | -15.1% |
| 3M | -1.9% | -6.9% | +5.1% | +2.1% |
| 6M | -1.8% | +3.5% | -5.4% | -5.9% |
| YTD | +65.8% | +26.0% | +39.8% | +37.2% |
| 1Y | +60.8% | +25.4% | +35.5% | +33.4% |
| 3Y | +70.1% | +70.9% | -0.8% | +9.9% |
| 5Y | +134.8% | +46.6% | +88.2% | +64.4% |
| 10Y | +130.1% | +468.9% | -338.8% | -28.2% |
| All | +62.6% | +1,711.2% | -1,648.6% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling