+681.8%
TNA vs CVE
+89.9%
+591.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.7% |
| 7D | -0.1% | +2.5% | -2.6% | -2.1% |
| 30D | -4.9% | +16.7% | -21.6% | -15.8% |
| 3M | +0.4% | +9.3% | -8.9% | -8.7% |
| 6M | +32.5% | +43.6% | -11.1% | -5.2% |
| YTD | +53.7% | +93.6% | -39.9% | -13.2% |
| 1Y | +65.1% | +98.8% | -33.6% | -9.6% |
| 3Y | +98.4% | +73.6% | +24.9% | +20.9% |
| 5Y | -22.5% | +312.5% | -335.0% | -77.0% |
| 10Y | +82.5% | +161.0% | -78.5% | -41.4% |
| All | +681.8% | +89.9% | +591.9% | +286.7% |
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