-33.0%
TSCO vs CVE
+61.2%
-94.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.1% |
| 7D | +0.1% | +4.6% | -4.6% | +0.7% |
| 30D | +8.7% | -12.0% | +20.7% | +7.2% |
| 3M | +1.2% | -3.8% | +5.0% | +0.5% |
| 6M | +21.6% | -2.7% | +24.3% | +21.4% |
| YTD | -25.3% | +73.6% | -98.9% | -32.4% |
| 1Y | -33.0% | +62.0% | -95.0% | -38.9% |
| All | -33.0% | +61.2% | -94.2% | -38.9% |
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 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