+501.5%
TNA vs CVE
+61.8%
+439.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.2% |
| 7D | -7.0% | -16.1% | +9.1% | +5.1% |
| 30D | -6.4% | -10.4% | +3.9% | -0.2% |
| 3M | -25.7% | -2.4% | -23.3% | -26.4% |
| 6M | -19.7% | -4.4% | -15.3% | -21.9% |
| YTD | +18.3% | +64.9% | -46.7% | -26.4% |
| 1Y | +24.6% | +66.0% | -41.5% | -23.3% |
| 3Y | +112.8% | +57.7% | +55.2% | +36.8% |
| 5Y | -49.5% | +144.7% | -194.2% | -78.2% |
| 10Y | +76.4% | +139.2% | -62.9% | -41.3% |
| All | +501.5% | +61.8% | +439.6% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling