+5,854.5%
TSM vs CVE
+67.4%
+5,787.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.4% | -0.7% |
| 7D | -10.0% | -12.1% | +2.1% | -7.6% |
| 30D | -18.5% | -9.8% | -8.7% | -17.0% |
| 3M | -4.9% | -0.7% | -4.2% | -5.2% |
| 6M | -1.0% | -4.3% | +3.4% | -1.1% |
| YTD | +31.3% | +70.6% | -39.3% | +15.3% |
| 1Y | +36.0% | +73.2% | -37.1% | +18.8% |
| 3Y | +348.7% | +60.3% | +288.4% | +292.5% |
| 5Y | +264.0% | +159.3% | +104.7% | +180.1% |
| 10Y | +1,550.5% | +147.4% | +1,403.1% | +1,001.2% |
| All | +5,854.5% | +67.4% | +5,787.1% | +4,090.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling