+148.6%
CVE vs TSN
+14.5%
+134.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +5.9% | -1.4% | +7.4% | +6.5% |
| 30D | -10.9% | +8.5% | -19.3% | -13.9% |
| 3M | -4.5% | +5.3% | -9.8% | -6.9% |
| 6M | -1.0% | -10.5% | +9.5% | +2.3% |
| YTD | +74.7% | +3.0% | +71.8% | +69.4% |
| 1Y | +65.8% | +12.1% | +53.7% | +54.8% |
| 3Y | +73.2% | +43.1% | +30.1% | +40.8% |
| 5Y | +155.6% | -15.1% | +170.7% | +158.5% |
| All | +148.6% | +14.5% | +134.1% | +112.2% |
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