+57.1%
CVE vs TRI
-17.7%
+74.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.3% |
| 7D | -10.1% | -11.4% | +1.3% | -10.3% |
| 30D | -12.1% | +4.9% | -17.0% | -12.0% |
| 3M | -1.9% | +7.0% | -8.9% | -1.7% |
| 6M | -1.8% | +18.2% | -20.0% | -1.7% |
| YTD | +65.8% | -14.8% | +80.6% | +55.0% |
| All | +57.1% | -17.7% | +74.8% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling