+16.6%
TMO vs CVE
+71.6%
-55.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | +6.2% | +16.7% | -10.5% | +4.9% |
| 3M | +27.5% | +9.3% | +18.2% | +26.6% |
| 6M | +20.0% | +43.6% | -23.6% | +14.9% |
| YTD | +6.1% | +93.6% | -87.5% | -2.6% |
| 1Y | +25.8% | +98.8% | -72.9% | +14.8% |
| All | +16.6% | +71.6% | -55.1% | -0.7% |
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 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