+42.8%
TSM vs CVE
+62.9%
-20.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.7% |
| 7D | +6.2% | +5.9% | +0.3% | +6.2% |
| 30D | -7.3% | -10.9% | +3.6% | -7.7% |
| 3M | -7.1% | -4.5% | -2.6% | -7.2% |
| 6M | +0.2% | -1.0% | +1.2% | +0.9% |
| YTD | +32.2% | +74.7% | -42.5% | +30.0% |
| 1Y | +42.8% | +65.8% | -23.0% | +40.0% |
| All | +42.8% | +62.9% | -20.1% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling