+1,615.7%
TSCO vs CVE
+94.3%
+1,521.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.7% | +2.3% | -7.9% | -6.0% |
| 30D | -8.8% | +9.7% | -18.5% | -10.0% |
| 3M | +6.3% | +16.9% | -10.6% | +3.6% |
| 6M | -32.3% | +41.4% | -73.6% | -36.1% |
| YTD | -32.7% | +98.0% | -130.7% | -39.7% |
| 1Y | -43.7% | +98.2% | -141.9% | -49.6% |
| 3Y | -19.7% | +77.9% | -97.6% | -28.1% |
| 5Y | -11.6% | +341.6% | -353.2% | -32.9% |
| 10Y | +184.1% | +170.7% | +13.4% | +111.1% |
| All | +1,615.7% | +94.3% | +1,521.4% | +1,191.3% |
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