+320.2%
CVE vs TMF
-87.5%
+407.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +2.5% | -1.4% | +3.9% | +2.3% |
| 30D | +16.7% | -2.8% | +19.6% | +16.5% |
| 3M | +9.3% | -10.9% | +20.2% | +8.2% |
| 6M | +43.6% | -21.3% | +64.9% | +40.9% |
| YTD | +93.6% | -15.9% | +109.5% | +91.2% |
| 1Y | +98.8% | -15.7% | +114.5% | +96.6% |
| 3Y | +73.6% | -43.4% | +117.0% | +68.1% |
| All | +320.2% | -87.5% | +407.7% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling