+130.1%
CVE vs TRI
+225.4%
-95.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +1.7% |
| 7D | -10.1% | -11.4% | +1.3% | -7.1% |
| 30D | -12.1% | +4.9% | -17.0% | -14.3% |
| 3M | -1.9% | +7.0% | -8.9% | -5.8% |
| 6M | -1.8% | +18.2% | -20.0% | -11.4% |
| YTD | +65.8% | -14.8% | +80.6% | +70.5% |
| 1Y | +60.8% | -18.0% | +78.8% | +68.5% |
| 3Y | +70.1% | -12.0% | +82.1% | +59.5% |
| 5Y | +134.8% | -0.8% | +135.6% | +97.2% |
| 10Y | +130.1% | +220.1% | -90.1% | +9.1% |
| All | +130.1% | +225.4% | -95.4% | +9.1% |
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