+420.3%
TGT vs CVE
+61.8%
+358.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.6% | -16.1% | +18.7% | +4.5% |
| 30D | +5.0% | -10.4% | +15.3% | +6.0% |
| 3M | +8.5% | -2.4% | +10.9% | +8.5% |
| 6M | +23.8% | -4.4% | +28.2% | +23.7% |
| YTD | +66.5% | +64.9% | +1.6% | +55.4% |
| 1Y | +84.9% | +66.0% | +18.9% | +72.2% |
| 3Y | +59.2% | +57.7% | +1.6% | +47.6% |
| 5Y | -27.2% | +144.7% | -171.9% | -36.5% |
| 10Y | +221.5% | +139.2% | +82.2% | +164.3% |
| All | +420.3% | +61.8% | +358.4% | +324.7% |
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