+87.9%
TFC vs CVE
+54.6%
+33.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.5% |
| 7D | +1.1% | -14.1% | +15.1% | +3.7% |
| 30D | +7.8% | -11.6% | +19.4% | +9.9% |
| 3M | -4.8% | 0.0% | -4.8% | -5.6% |
| 6M | +1.8% | -8.4% | +10.2% | +2.5% |
| YTD | +4.4% | +65.9% | -61.5% | -12.5% |
| 1Y | +18.0% | +69.4% | -51.4% | -2.0% |
| All | +87.9% | +54.6% | +33.3% | +49.9% |
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