+57.1%
CVE vs TLN
-8.1%
+65.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | +0.7% |
| 7D | -10.1% | +9.1% | -19.1% | -9.7% |
| 30D | -12.1% | -4.1% | -8.0% | -12.4% |
| 3M | -1.9% | +4.4% | -6.3% | -1.3% |
| 6M | -1.8% | -6.0% | +4.2% | -1.0% |
| YTD | +65.8% | -3.1% | +68.9% | +67.5% |
| All | +57.1% | -8.1% | +65.1% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling