+852.7%
TSEM vs CVE
+147.6%
+705.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | +20.5% | +4.6% | +15.9% | +19.5% |
| 30D | -29.0% | -12.0% | -17.0% | -27.2% |
| 3M | -39.4% | -3.8% | -35.6% | -39.0% |
| 6M | -28.5% | -2.7% | -25.8% | -28.4% |
| YTD | +34.4% | +73.6% | -39.2% | +20.5% |
| 1Y | +48.3% | +62.0% | -13.7% | +34.6% |
| 3Y | +543.5% | +72.7% | +470.8% | +468.8% |
| 5Y | +331.4% | +153.9% | +177.5% | +241.0% |
| All | +852.7% | +147.6% | +705.0% | +538.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling