+135.5%
CVE vs TSN
-14.6%
+150.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -16.1% | +4.6% | -20.8% | -16.9% |
| 30D | -10.4% | +15.4% | -25.8% | -13.0% |
| 3M | -2.4% | +2.9% | -5.3% | -3.1% |
| 6M | -4.4% | -10.8% | +6.4% | -2.3% |
| YTD | +64.9% | +4.5% | +60.5% | +62.0% |
| 1Y | +66.0% | +19.5% | +46.5% | +58.0% |
| 3Y | +57.7% | +42.2% | +15.4% | +41.1% |
| All | +135.5% | -14.6% | +150.1% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling