+1,643.1%
TSM vs CVE
+149.3%
+1,493.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.8% |
| 7D | +6.2% | +5.9% | +0.3% | +5.1% |
| 30D | -7.3% | -10.9% | +3.6% | -5.4% |
| 3M | -7.1% | -4.5% | -2.6% | -6.6% |
| 6M | +0.2% | -1.0% | +1.2% | -0.3% |
| YTD | +32.2% | +74.7% | -42.5% | +17.3% |
| 1Y | +42.8% | +65.8% | -23.0% | +27.8% |
| 3Y | +330.4% | +73.2% | +257.2% | +276.6% |
| 5Y | +263.9% | +155.6% | +108.3% | +191.1% |
| All | +1,643.1% | +149.3% | +1,493.8% | +1,080.2% |
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