+17.0%
TFC vs CVE
+67.8%
-50.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | +1.2% | -16.1% | +17.3% | +0.1% |
| 30D | +8.3% | -10.4% | +18.7% | +7.5% |
| 3M | -5.2% | -2.4% | -2.8% | -5.2% |
| 6M | -0.8% | -4.4% | +3.6% | -0.7% |
| YTD | +3.4% | +64.9% | -61.5% | +0.2% |
| 1Y | +17.0% | +66.0% | -49.0% | +13.1% |
| All | +17.0% | +67.8% | -50.8% | +13.1% |
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 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