+77.5%
CVE vs TLN
+581.9%
-504.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.4% |
| 7D | -14.1% | -9.4% | -4.7% | -13.2% |
| 30D | -11.6% | -15.2% | +3.6% | -10.3% |
| 3M | 0.0% | -4.1% | +4.2% | +0.1% |
| 6M | -8.4% | -17.8% | +9.5% | -7.3% |
| YTD | +65.9% | -15.6% | +81.5% | +65.9% |
| 1Y | +69.4% | -21.6% | +91.0% | +70.9% |
| 3Y | +55.9% | +497.6% | -441.6% | +13.9% |
| All | +77.5% | +581.9% | -504.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling