-21.2%
TMUS vs CVE
+73.4%
-94.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.6% | +10.7% | +2.8% |
| 7D | +7.5% | -12.1% | +19.6% | +7.1% |
| 30D | -3.3% | -9.8% | +6.5% | -3.7% |
| 3M | -9.7% | -0.7% | -8.9% | -9.9% |
| 6M | -17.2% | -4.3% | -12.9% | -17.3% |
| YTD | -20.3% | +70.6% | -90.9% | -18.3% |
| 1Y | -21.2% | +73.2% | -94.4% | -19.4% |
| All | -21.2% | +73.4% | -94.6% | -19.4% |
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