+373.1%
TSM vs CVE
+72.1%
+301.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.1% |
| 30D | +3.6% | +16.7% | -13.1% | -0.2% |
| 3M | -3.4% | +9.3% | -12.6% | -5.5% |
| 6M | +20.6% | +43.6% | -23.0% | +7.8% |
| YTD | +41.9% | +93.6% | -51.7% | +14.7% |
| 1Y | +84.4% | +98.8% | -14.4% | +47.2% |
| All | +373.1% | +72.1% | +301.0% | +263.1% |
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