+162.3%
CVE vs TSN
-12.9%
+175.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.1% |
| 7D | +2.5% | -6.3% | +8.8% | +5.0% |
| 30D | +16.7% | -10.8% | +27.5% | +21.8% |
| 3M | +9.3% | -8.8% | +18.0% | +12.3% |
| 6M | +43.6% | -16.8% | +60.4% | +52.3% |
| YTD | +93.6% | -10.0% | +103.6% | +98.5% |
| 1Y | +98.8% | -5.3% | +104.0% | +98.7% |
| 3Y | +73.6% | +8.5% | +65.1% | +59.4% |
| 5Y | +312.5% | -22.9% | +335.4% | +332.6% |
| All | +162.3% | -12.9% | +175.1% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling