+53.2%
TDG vs CVE
+71.6%
-18.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -2.0% | +2.5% | -4.5% | -2.1% |
| 30D | -7.4% | +16.7% | -24.1% | -7.8% |
| 3M | -5.4% | +9.3% | -14.6% | -5.4% |
| 6M | -11.6% | +43.6% | -55.2% | -14.3% |
| YTD | -12.6% | +93.6% | -106.2% | -18.6% |
| 1Y | -9.3% | +98.8% | -108.1% | -16.1% |
| All | +53.2% | +71.6% | -18.4% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling