+89.9%
CVE vs TMF
-56.6%
+146.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.2% |
| 7D | +2.5% | -1.4% | +3.9% | +2.2% |
| 30D | +16.7% | -2.8% | +19.6% | +16.1% |
| 3M | +9.3% | -10.9% | +20.2% | +6.8% |
| 6M | +43.6% | -21.3% | +64.9% | +36.9% |
| YTD | +93.6% | -15.9% | +109.5% | +87.8% |
| 1Y | +98.8% | -15.7% | +114.5% | +93.7% |
| 3Y | +73.6% | -43.4% | +117.0% | +59.5% |
| 5Y | +312.5% | -87.8% | +400.2% | +162.9% |
| 10Y | +161.0% | -86.7% | +247.8% | +99.1% |
| All | +89.9% | -56.6% | +146.5% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling