+102.6%
CVE vs TSLQ
-97.9%
+200.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.5% |
| 7D | +4.6% | -26.6% | +31.2% | +2.6% |
| 30D | -12.0% | -17.5% | +5.5% | -12.8% |
| 3M | -3.8% | -41.7% | +37.9% | -6.5% |
| 6M | -2.7% | -16.9% | +14.2% | -2.2% |
| YTD | +73.6% | -21.9% | +95.5% | +75.3% |
| 1Y | +62.0% | -32.5% | +94.5% | +61.9% |
| 3Y | +72.7% | -97.2% | +169.9% | +49.1% |
| All | +102.6% | -97.9% | +200.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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