+63.7%
TNA vs CVE
+136.7%
-73.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.3% |
| 7D | +2.3% | -10.1% | +12.4% | +9.1% |
| 30D | +1.4% | -12.1% | +13.5% | +8.7% |
| 3M | -21.1% | -1.9% | -19.2% | -22.0% |
| 6M | -9.4% | -1.8% | -7.5% | -12.9% |
| YTD | +29.6% | +65.8% | -36.2% | -14.8% |
| 1Y | +34.6% | +60.8% | -26.2% | -10.0% |
| 3Y | +155.9% | +70.1% | +85.8% | +65.9% |
| 5Y | -44.2% | +134.8% | -178.9% | -71.7% |
| 10Y | +63.7% | +130.1% | -66.4% | -45.1% |
| All | +63.7% | +136.7% | -73.0% | -45.1% |
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