+26.0%
TMO vs CVE
+109.0%
-83.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.5% |
| 7D | -0.5% | +2.0% | -2.4% | -0.3% |
| 30D | +1.0% | +13.2% | -12.2% | +2.2% |
| 3M | +22.7% | +21.7% | +1.0% | +25.6% |
| 6M | +19.0% | +48.4% | -29.4% | +21.7% |
| YTD | +4.7% | +100.1% | -95.4% | +8.3% |
| 1Y | +26.0% | +107.8% | -81.8% | +34.7% |
| All | +26.0% | +109.0% | -83.0% | +34.7% |
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 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