+66.0%
CVE vs TRU
+2.1%
+63.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.9% |
| 7D | -16.1% | +5.7% | -21.8% | -15.2% |
| 30D | -10.4% | +29.2% | -39.6% | -6.4% |
| 3M | -2.4% | +2.7% | -5.0% | -1.8% |
| 6M | -4.4% | +15.2% | -19.6% | -1.5% |
| YTD | +64.9% | -4.9% | +69.8% | +69.8% |
| 1Y | +66.0% | +3.4% | +62.6% | +68.0% |
| All | +66.0% | +2.1% | +63.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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