+134.8%
CVE vs TSN
-13.6%
+148.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -10.1% | +4.9% | -15.0% | -10.9% |
| 30D | -12.1% | +12.1% | -24.2% | -14.1% |
| 3M | -1.9% | +4.1% | -6.0% | -2.8% |
| 6M | -1.8% | -10.9% | +9.0% | +0.3% |
| YTD | +65.8% | +4.8% | +61.0% | +62.7% |
| 1Y | +60.8% | +17.6% | +43.2% | +53.6% |
| 3Y | +70.1% | +43.2% | +26.9% | +52.0% |
| 5Y | +134.8% | -13.9% | +148.6% | +135.5% |
| All | +134.8% | -13.6% | +148.3% | +135.5% |
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