+333.8%
TMO vs CVE
+167.0%
+166.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -0.5% | +2.0% | -2.4% | -0.6% |
| 30D | +1.0% | +13.2% | -12.2% | -0.1% |
| 3M | +22.7% | +21.7% | +1.0% | +20.5% |
| 6M | +19.0% | +48.4% | -29.4% | +14.4% |
| YTD | +4.7% | +100.1% | -95.4% | -2.2% |
| 1Y | +26.0% | +107.8% | -81.8% | +17.1% |
| 3Y | +18.0% | +76.9% | -58.9% | +9.9% |
| 5Y | +8.0% | +346.2% | -338.2% | -7.5% |
| 10Y | +333.8% | +173.5% | +160.3% | +256.1% |
| All | +333.8% | +167.0% | +166.8% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling