+73.2%
CVE vs TXG
+406.9%
-333.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -11.1% | -7.6% |
| 7D | -12.1% | -19.3% | +7.2% | -12.6% |
| 30D | -9.8% | -30.9% | +21.1% | -10.7% |
| 3M | -0.7% | +41.1% | -41.8% | +2.0% |
| 6M | -4.3% | +211.9% | -216.2% | +3.8% |
| YTD | +70.6% | +314.0% | -243.4% | +82.2% |
| 1Y | +73.2% | +405.4% | -332.2% | +81.6% |
| All | +73.2% | +406.9% | -333.8% | +81.6% |
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