-40.9%
TSCO vs CVE
+99.6%
-140.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.0% |
| 7D | +0.8% | +2.5% | -1.7% | +0.9% |
| 30D | +5.5% | +16.7% | -11.3% | +6.4% |
| 3M | +20.0% | +9.3% | +10.7% | +20.9% |
| 6M | -29.8% | +43.6% | -73.4% | -30.3% |
| YTD | -28.7% | +93.6% | -122.2% | -32.3% |
| 1Y | -40.9% | +98.8% | -139.7% | -43.1% |
| All | -40.9% | +99.6% | -140.5% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling