+135.8%
CVE vs TMF
-84.4%
+220.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.6% |
| 7D | -14.1% | +2.7% | -16.8% | -13.5% |
| 30D | -11.6% | +19.3% | -30.9% | -8.1% |
| 3M | 0.0% | -3.7% | +3.7% | -0.3% |
| 6M | -8.4% | -11.3% | +2.9% | -9.8% |
| YTD | +65.9% | -16.6% | +82.5% | +61.8% |
| 1Y | +69.4% | -21.1% | +90.5% | +63.6% |
| 3Y | +55.9% | -26.8% | +82.7% | +53.8% |
| 5Y | +146.2% | -88.0% | +234.2% | +55.0% |
| All | +135.8% | -84.4% | +220.2% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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