+235.4%
TMUS vs CVE
+137.5%
+97.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | +9.0% | -14.1% | +23.1% | +10.6% |
| 30D | -3.2% | -11.6% | +8.4% | -2.1% |
| 3M | -6.9% | 0.0% | -6.9% | -7.1% |
| 6M | -16.4% | -8.4% | -8.0% | -16.1% |
| YTD | -19.6% | +65.9% | -85.5% | -24.6% |
| 1Y | -19.9% | +69.4% | -89.3% | -25.1% |
| 3Y | +14.5% | +55.9% | -41.4% | +6.6% |
| 5Y | +37.7% | +146.2% | -108.5% | +18.3% |
| All | +235.4% | +137.5% | +97.9% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling