-8.0%
TDG vs CVE
+61.2%
-69.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.0% |
| 7D | +1.2% | +4.6% | -3.5% | +2.3% |
| 30D | +8.1% | -12.0% | +20.1% | +5.1% |
| 3M | -2.6% | -3.8% | +1.2% | -3.2% |
| 6M | +1.0% | -2.7% | +3.7% | +2.1% |
| YTD | -9.5% | +73.6% | -83.1% | -8.2% |
| 1Y | -8.0% | +62.0% | -70.0% | -6.3% |
| All | -8.0% | +61.2% | -69.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling