+1,410.4%
TSM vs CVE
+136.1%
+1,274.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.4% |
| 7D | -7.6% | -16.1% | +8.6% | -4.6% |
| 30D | -20.5% | -10.4% | -10.1% | -19.0% |
| 3M | -10.0% | -2.4% | -7.6% | -9.9% |
| 6M | -10.1% | -4.4% | -5.6% | -10.0% |
| YTD | +24.5% | +64.9% | -40.4% | +11.6% |
| 1Y | +31.2% | +66.0% | -34.8% | +17.3% |
| 3Y | +322.0% | +57.7% | +264.3% | +275.4% |
| 5Y | +245.3% | +144.7% | +100.5% | +178.5% |
| All | +1,410.4% | +136.1% | +1,274.2% | +923.0% |
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 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