+1,789.3%
TSCO vs CVE
+61.8%
+1,727.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +7.1% | -16.1% | +23.2% | +9.5% |
| 30D | +11.8% | -10.4% | +22.2% | +13.1% |
| 3M | +7.4% | -2.4% | +9.7% | +7.2% |
| 6M | +13.4% | -4.4% | +17.9% | +13.1% |
| YTD | -25.9% | +64.9% | -90.8% | -32.1% |
| 1Y | -29.9% | +66.0% | -95.9% | -35.9% |
| 3Y | -3.4% | +57.7% | -61.0% | -12.4% |
| 5Y | -9.4% | +144.7% | -154.1% | -25.0% |
| 10Y | +227.1% | +139.2% | +87.8% | +145.5% |
| All | +1,789.3% | +61.8% | +1,727.5% | +1,352.9% |
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