+304.4%
TMUS vs CVE
+159.5%
+144.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -3.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.2% |
| 30D | +5.3% | +16.7% | -11.5% | +3.5% |
| 3M | +3.1% | +9.3% | -6.1% | +1.9% |
| 6M | -16.5% | +43.6% | -60.1% | -20.0% |
| YTD | -9.2% | +93.6% | -102.7% | -15.9% |
| 1Y | -26.5% | +98.8% | -125.2% | -32.3% |
| 3Y | +39.0% | +73.6% | -34.6% | +28.2% |
| 5Y | +40.4% | +312.5% | -272.1% | +13.5% |
| All | +304.4% | +159.5% | +144.9% | +188.8% |
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