+320.2%
CVE vs TRU
-33.8%
+353.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | -0.4% |
| 7D | +2.5% | -6.8% | +9.3% | +3.6% |
| 30D | +16.7% | 0.0% | +16.7% | +16.6% |
| 3M | +9.3% | +13.3% | -4.0% | +6.2% |
| 6M | +43.6% | +3.4% | +40.2% | +41.3% |
| YTD | +93.6% | -6.4% | +100.0% | +93.5% |
| 1Y | +98.8% | -9.7% | +108.4% | +99.3% |
| 3Y | +73.6% | +0.1% | +73.4% | +66.9% |
| All | +320.2% | -33.8% | +353.9% | +367.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling