+655.5%
TSEM vs CVE
+72.1%
+583.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +8.3% |
| 7D | +6.9% | +2.5% | +4.4% | +5.9% |
| 30D | +5.3% | +16.7% | -11.4% | 0.0% |
| 3M | -14.9% | +9.3% | -24.2% | -17.4% |
| 6M | +80.0% | +43.6% | +36.4% | +59.3% |
| YTD | +89.4% | +93.6% | -4.2% | +51.9% |
| 1Y | +253.1% | +98.8% | +154.3% | +179.7% |
| All | +655.5% | +72.1% | +583.4% | +446.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling