+89.9%
CVE vs TDY
+1,619.2%
-1,529.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.6% |
| 7D | +2.5% | -1.8% | +4.3% | +3.7% |
| 30D | +16.7% | -10.7% | +27.4% | +25.5% |
| 3M | +9.3% | -1.3% | +10.6% | +9.1% |
| 6M | +43.6% | -10.6% | +54.2% | +51.3% |
| YTD | +93.6% | +19.6% | +74.0% | +66.8% |
| 1Y | +98.8% | +11.6% | +87.1% | +78.2% |
| 3Y | +73.6% | +45.2% | +28.4% | +26.1% |
| 5Y | +312.5% | +36.1% | +276.4% | +204.6% |
| 10Y | +161.0% | +458.8% | -297.8% | -17.2% |
| All | +89.9% | +1,619.2% | -1,529.3% | -68.8% |
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