-45.3%
TNA vs CVE
+158.6%
-204.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | +3.7% | +5.9% | -2.2% | +0.1% |
| 30D | +4.4% | -10.9% | +15.2% | +10.7% |
| 3M | -26.7% | -4.5% | -22.1% | -26.3% |
| 6M | -12.8% | -1.0% | -11.9% | -16.6% |
| YTD | +22.7% | +74.7% | -52.1% | -25.2% |
| 1Y | +35.7% | +65.8% | -30.2% | -14.4% |
| 3Y | +134.6% | +73.2% | +61.4% | +40.5% |
| All | -45.3% | +158.6% | -204.0% | -75.8% |
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