+261.3%
TFC vs CVE
+62.8%
+198.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.3% |
| 7D | +1.1% | -14.1% | +15.1% | +5.0% |
| 30D | +7.8% | -11.6% | +19.4% | +10.9% |
| 3M | -4.8% | 0.0% | -4.8% | -5.5% |
| 6M | +1.8% | -8.4% | +10.2% | +2.7% |
| YTD | +4.4% | +65.9% | -61.5% | -11.9% |
| 1Y | +18.0% | +69.4% | -51.4% | -1.2% |
| 3Y | +85.2% | +55.9% | +29.3% | +55.2% |
| 5Y | -1.4% | +146.2% | -147.5% | -30.3% |
| 10Y | +95.7% | +140.6% | -44.9% | +13.2% |
| All | +261.3% | +62.8% | +198.6% | +123.8% |
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 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