+6,359.3%
TDG vs CVE
+89.9%
+6,269.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -2.0% | +2.5% | -4.5% | -2.6% |
| 30D | -7.4% | +16.7% | -24.1% | -10.9% |
| 3M | -5.4% | +9.3% | -14.6% | -8.2% |
| 6M | -11.6% | +43.6% | -55.2% | -20.6% |
| YTD | -12.6% | +93.6% | -106.2% | -27.6% |
| 1Y | -9.3% | +98.8% | -108.1% | -25.7% |
| 3Y | +49.2% | +73.6% | -24.4% | +23.1% |
| 5Y | +132.1% | +312.5% | -180.3% | +45.4% |
| 10Y | +544.8% | +161.0% | +383.8% | +257.5% |
| All | +6,359.3% | +89.9% | +6,269.4% | +3,569.6% |
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