+98.8%
CVE vs TXG
+372.5%
-273.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.4% |
| 7D | +2.5% | +1.8% | +0.7% | +2.6% |
| 30D | +16.7% | +32.0% | -15.3% | +18.4% |
| 3M | +9.3% | +87.0% | -77.7% | +13.9% |
| 6M | +43.6% | +180.1% | -136.5% | +51.5% |
| YTD | +93.6% | +284.1% | -190.5% | +102.9% |
| 1Y | +98.8% | +361.7% | -262.9% | +101.5% |
| All | +98.8% | +372.5% | -273.7% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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