+243.3%
CVE vs TXG
+14.9%
+228.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.0% | +2.8% |
| 7D | +0.1% | -8.1% | +8.2% | +0.7% |
| 30D | -10.8% | -17.5% | +6.6% | -9.6% |
| 3M | -4.3% | +6.1% | -10.4% | -5.9% |
| 6M | -1.5% | +202.7% | -204.1% | -13.6% |
| YTD | +70.7% | +280.4% | -209.7% | +44.0% |
| 1Y | +58.1% | +274.0% | -215.9% | +33.2% |
| 3Y | +69.8% | +74.9% | -5.0% | +47.0% |
| 5Y | +148.9% | -63.0% | +212.0% | +144.7% |
| All | +243.3% | +14.9% | +228.4% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling