+61.8%
CVE vs TDY
+1,641.6%
-1,579.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -3.6% |
| 7D | -16.1% | -6.0% | -10.1% | -12.7% |
| 30D | -10.4% | +2.4% | -12.8% | -12.1% |
| 3M | -2.4% | -10.0% | +7.7% | +3.9% |
| 6M | -4.4% | -4.0% | -0.5% | -3.6% |
| YTD | +64.9% | +21.1% | +43.8% | +40.2% |
| 1Y | +66.0% | +22.1% | +43.9% | +40.1% |
| 3Y | +57.7% | +64.0% | -6.4% | +4.7% |
| 5Y | +144.7% | +38.6% | +106.1% | +78.0% |
| 10Y | +139.2% | +501.5% | -362.3% | -27.8% |
| All | +61.8% | +1,641.6% | -1,579.7% | -73.7% |
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