+5,212.8%
TSM vs CVE
+62.8%
+5,150.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.0% | -10.2% |
| 7D | -18.2% | -14.1% | -4.2% | -15.7% |
| 30D | -26.8% | -11.6% | -15.2% | -25.0% |
| 3M | -14.5% | 0.0% | -14.5% | -14.8% |
| 6M | -10.0% | -8.4% | -1.6% | -9.2% |
| YTD | +17.1% | +65.9% | -48.8% | +3.5% |
| 1Y | +21.5% | +69.4% | -47.9% | +6.7% |
| 3Y | +300.4% | +55.9% | +244.5% | +252.4% |
| 5Y | +224.7% | +146.2% | +78.6% | +152.7% |
| 10Y | +1,372.7% | +140.6% | +1,232.0% | +888.8% |
| All | +5,212.8% | +62.8% | +5,150.0% | +3,662.8% |
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