+1,548.2%
TMO vs CVE
+63.1%
+1,485.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.8% | -10.0% | +12.8% | +4.2% |
| 30D | +9.1% | -11.9% | +21.0% | +10.8% |
| 3M | +19.9% | -5.9% | +25.8% | +20.5% |
| 6M | +54.7% | -1.6% | +56.3% | +54.0% |
| YTD | +24.3% | +66.3% | -42.0% | +14.6% |
| 1Y | +25.0% | +57.5% | -32.5% | +16.1% |
| 3Y | +61.7% | +65.4% | -3.7% | +46.8% |
| 5Y | +16.2% | +144.2% | -127.9% | -2.3% |
| 10Y | +378.7% | +135.5% | +243.2% | +268.6% |
| All | +1,548.2% | +63.1% | +1,485.1% | +1,225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling