+6,553.6%
TDG vs CVE
+61.8%
+6,491.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | +4.4% | -16.1% | +20.5% | +8.5% |
| 30D | +9.2% | -10.4% | +19.6% | +11.6% |
| 3M | -5.2% | -2.4% | -2.8% | -5.3% |
| 6M | -2.9% | -4.4% | +1.5% | -3.6% |
| YTD | -10.0% | +64.9% | -74.9% | -23.0% |
| 1Y | -5.9% | +66.0% | -71.9% | -19.7% |
| 3Y | +57.6% | +57.7% | -0.1% | +32.2% |
| 5Y | +116.5% | +144.7% | -28.2% | +55.0% |
| 10Y | +555.1% | +139.2% | +415.9% | +269.4% |
| All | +6,553.6% | +61.8% | +6,491.8% | +3,803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling