+77.4%
CVE vs TLN
+683.0%
-605.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -0.2% |
| 7D | -10.1% | +9.1% | -19.1% | -10.8% |
| 30D | -12.1% | -4.1% | -8.0% | -11.9% |
| 3M | -1.9% | +4.4% | -6.3% | -2.6% |
| 6M | -1.8% | -6.0% | +4.2% | -1.9% |
| YTD | +65.8% | -3.1% | +68.9% | +63.5% |
| 1Y | +60.8% | -6.1% | +66.9% | +59.0% |
| 3Y | +70.1% | +575.3% | -505.2% | +22.8% |
| All | +77.4% | +683.0% | -605.6% | +25.2% |
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