+849.8%
TSEM vs CVE
+132.7%
+717.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -9.5% | -10.0% | +0.5% | -7.5% |
| 30D | -35.5% | -11.9% | -23.6% | -33.9% |
| 3M | -41.6% | -5.9% | -35.6% | -41.0% |
| 6M | -30.1% | -1.6% | -28.5% | -30.1% |
| YTD | +25.7% | +66.3% | -40.6% | +13.6% |
| 1Y | +50.5% | +57.5% | -7.1% | +37.2% |
| 3Y | +501.7% | +65.4% | +436.3% | +436.1% |
| 5Y | +310.9% | +144.2% | +166.7% | +227.2% |
| 10Y | +849.8% | +135.5% | +714.3% | +541.6% |
| All | +849.8% | +132.7% | +717.1% | +541.6% |
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