+134.5%
CVE vs TRI
+236.7%
-102.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.8% |
| 7D | -16.1% | -4.8% | -11.3% | -15.3% |
| 30D | -10.4% | +13.4% | -23.8% | -14.7% |
| 3M | -2.4% | +13.1% | -15.5% | -7.9% |
| 6M | -4.4% | +24.4% | -28.9% | -15.2% |
| YTD | +64.9% | -11.4% | +76.4% | +67.7% |
| 1Y | +66.0% | -15.6% | +81.6% | +72.9% |
| 3Y | +57.7% | -6.5% | +64.1% | +44.0% |
| 5Y | +144.7% | +5.3% | +139.5% | +100.0% |
| All | +134.5% | +236.7% | -102.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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