+43.5%
TSM vs CVE
+60.9%
-17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.2% |
| 7D | +4.4% | +0.1% | +4.4% | +4.4% |
| 30D | -7.0% | -10.8% | +3.9% | -7.2% |
| 3M | -1.8% | -4.3% | +2.5% | -1.8% |
| 6M | +2.7% | -1.5% | +4.2% | +3.5% |
| YTD | +37.1% | +70.7% | -33.6% | +33.2% |
| 1Y | +43.5% | +58.1% | -14.6% | +39.6% |
| All | +43.5% | +60.9% | -17.5% | +39.6% |
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