+134.5%
CVE vs TSN
+14.3%
+120.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -16.1% | +4.6% | -20.8% | -17.8% |
| 30D | -10.4% | +15.4% | -25.8% | -15.5% |
| 3M | -2.4% | +2.9% | -5.3% | -3.9% |
| 6M | -4.4% | -10.8% | +6.4% | -1.1% |
| YTD | +64.9% | +4.5% | +60.5% | +59.1% |
| 1Y | +66.0% | +19.5% | +46.5% | +51.0% |
| 3Y | +57.7% | +42.2% | +15.4% | +28.8% |
| 5Y | +144.7% | -14.2% | +158.9% | +146.6% |
| All | +134.5% | +14.3% | +120.2% | +98.4% |
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