+6.8%
TMO vs CVE
+327.8%
-321.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +1.5% | +17.5% | -16.0% | -0.2% |
| 3M | +28.5% | +16.2% | +12.3% | +26.4% |
| 6M | +20.4% | +47.8% | -27.4% | +14.5% |
| YTD | +4.3% | +98.5% | -94.2% | -4.6% |
| 1Y | +24.1% | +109.8% | -85.7% | +12.4% |
| 3Y | +17.5% | +75.5% | -58.0% | +6.0% |
| 5Y | +6.8% | +341.6% | -334.8% | -0.7% |
| All | +6.8% | +327.8% | -321.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling