-20.8%
TNA vs CVE
+317.2%
-338.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.6% |
| 7D | -0.1% | +2.5% | -2.6% | -1.9% |
| 30D | -4.9% | +16.7% | -21.6% | -14.6% |
| 3M | +0.4% | +9.3% | -8.9% | -7.3% |
| 6M | +32.5% | +43.6% | -11.1% | -2.8% |
| YTD | +53.7% | +93.6% | -39.9% | -10.6% |
| 1Y | +65.1% | +98.8% | -33.6% | -6.8% |
| 3Y | +98.4% | +73.6% | +24.9% | +21.1% |
| All | -20.8% | +317.2% | -338.1% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling