-50.0%
TNA vs CVE
+142.8%
-192.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -7.0% | -16.1% | +9.1% | +3.1% |
| 30D | -6.4% | -10.4% | +3.9% | -1.3% |
| 3M | -25.7% | -2.4% | -23.3% | -26.5% |
| 6M | -19.7% | -4.4% | -15.3% | -21.8% |
| YTD | +18.3% | +64.9% | -46.7% | -25.3% |
| 1Y | +24.6% | +66.0% | -41.5% | -22.2% |
| 3Y | +112.8% | +57.7% | +55.2% | +35.2% |
| All | -50.0% | +142.8% | -192.8% | -76.2% |
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 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