+76.5%
TNA vs CVE
+175.4%
-98.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -7.3% | +2.3% | -9.6% | -8.7% |
| 30D | -14.2% | +9.7% | -23.9% | -19.6% |
| 3M | -4.6% | +16.9% | -21.5% | -16.0% |
| 6M | +36.9% | +41.4% | -4.4% | +3.4% |
| YTD | +42.5% | +98.0% | -55.5% | -15.0% |
| 1Y | +45.8% | +98.2% | -52.5% | -13.6% |
| 3Y | +104.7% | +77.9% | +26.7% | +30.8% |
| 5Y | -21.7% | +341.6% | -363.3% | -73.2% |
| All | +76.5% | +175.4% | -98.8% | -45.2% |
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