+238.4%
TMUS vs CVE
+136.1%
+102.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +3.6% | -16.1% | +19.7% | +5.3% |
| 30D | -3.4% | -10.4% | +7.0% | -2.4% |
| 3M | -9.5% | -2.4% | -7.1% | -9.5% |
| 6M | -15.2% | -4.4% | -10.8% | -15.2% |
| YTD | -18.9% | +64.9% | -83.9% | -23.9% |
| 1Y | -17.7% | +66.0% | -83.7% | -22.8% |
| 3Y | +15.6% | +57.7% | -42.0% | +7.5% |
| 5Y | +38.9% | +144.7% | -105.8% | +19.4% |
| All | +238.4% | +136.1% | +102.3% | +141.6% |
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