+73.2%
CVE vs TLN
+476.4%
-403.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.7% |
| 7D | +2.5% | +7.1% | -4.6% | +1.8% |
| 30D | +16.7% | -3.9% | +20.6% | +17.0% |
| 3M | +9.3% | -16.2% | +25.4% | +10.6% |
| 6M | +43.6% | -5.8% | +49.4% | +42.5% |
| YTD | +93.6% | -15.4% | +109.0% | +93.8% |
| 1Y | +98.8% | -16.7% | +115.4% | +98.4% |
| All | +73.2% | +476.4% | -403.2% | +26.7% |
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