+237.8%
TMUS vs CVE
+149.3%
+88.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +4.9% | +5.9% | -1.0% | +4.3% |
| 30D | +7.7% | -10.9% | +18.6% | +8.8% |
| 3M | -6.8% | -4.5% | -2.3% | -6.6% |
| 6M | -9.7% | -1.0% | -8.7% | -10.0% |
| YTD | -15.0% | +74.7% | -89.7% | -20.6% |
| 1Y | -19.1% | +65.8% | -84.9% | -24.1% |
| 3Y | +21.4% | +73.2% | -51.8% | +11.8% |
| 5Y | +51.2% | +155.6% | -104.4% | +29.6% |
| All | +237.8% | +149.3% | +88.5% | +139.1% |
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 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