+57.1%
CVE vs TRU
+3.5%
+53.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.9% |
| 7D | -10.1% | +4.9% | -15.0% | -9.2% |
| 30D | -12.1% | +26.9% | -39.0% | -8.3% |
| 3M | -1.9% | +4.0% | -5.9% | -1.1% |
| 6M | -1.8% | +15.8% | -17.7% | +1.4% |
| YTD | +65.8% | -2.6% | +68.4% | +70.8% |
| All | +57.1% | +3.5% | +53.6% | +59.4% |
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