+57.7%
CVE vs TLN
+538.9%
-481.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.2% |
| 7D | -16.1% | -1.3% | -14.8% | -16.0% |
| 30D | -10.4% | -10.5% | +0.1% | -9.6% |
| 3M | -2.4% | +0.1% | -2.5% | -2.7% |
| 6M | -4.4% | -17.4% | +13.0% | -3.1% |
| YTD | +64.9% | -9.7% | +74.6% | +63.8% |
| 1Y | +66.0% | -12.3% | +78.3% | +65.2% |
| 3Y | +57.7% | +528.3% | -470.6% | +3.5% |
| All | +57.7% | +538.9% | -481.3% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling