+113.5%
TDG vs CVE
+142.8%
-29.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +4.4% | -16.1% | +20.5% | +6.6% |
| 30D | +9.2% | -10.4% | +19.6% | +10.4% |
| 3M | -5.2% | -2.4% | -2.8% | -5.4% |
| 6M | -2.9% | -4.4% | +1.5% | -3.4% |
| YTD | -10.0% | +64.9% | -74.9% | -20.0% |
| 1Y | -5.9% | +66.0% | -71.9% | -16.5% |
| 3Y | +57.6% | +57.7% | -0.1% | +38.0% |
| All | +113.5% | +142.8% | -29.3% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling