+64.0%
TMO vs CVE
+67.9%
-3.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +5.7% | -10.1% | +15.8% | +6.5% |
| 30D | +9.7% | -12.1% | +21.8% | +10.6% |
| 3M | +21.6% | -1.9% | +23.4% | +21.3% |
| 6M | +55.5% | -1.8% | +57.3% | +55.0% |
| YTD | +24.9% | +65.8% | -40.9% | +15.2% |
| 1Y | +26.5% | +60.8% | -34.3% | +17.2% |
| 3Y | +64.0% | +70.1% | -6.1% | +39.2% |
| All | +64.0% | +67.9% | -3.9% | +39.2% |
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