+471.3%
TSEM vs CVE
+53.7%
+417.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | -17.5% | -16.1% | -1.4% | -12.5% |
| 30D | -44.7% | -10.4% | -34.3% | -42.6% |
| 3M | -38.9% | -2.4% | -36.5% | -38.9% |
| 6M | -36.7% | -4.4% | -32.2% | -36.4% |
| YTD | +17.0% | +64.9% | -48.0% | -3.3% |
| 1Y | +62.8% | +66.0% | -3.2% | +34.0% |
| 3Y | +471.3% | +57.7% | +413.6% | +348.0% |
| All | +471.3% | +53.7% | +417.6% | +348.0% |
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