+233.4%
CVE vs TXG
+20.5%
+212.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -0.4% |
| 7D | -10.1% | +5.5% | -15.6% | -10.7% |
| 30D | -12.1% | -19.3% | +7.2% | -10.7% |
| 3M | -1.9% | +25.0% | -26.9% | -4.9% |
| 6M | -1.8% | +201.2% | -203.0% | -13.8% |
| YTD | +65.8% | +298.8% | -233.0% | +39.3% |
| 1Y | +60.8% | +326.6% | -265.7% | +33.5% |
| 3Y | +70.1% | +78.3% | -8.2% | +47.1% |
| 5Y | +134.8% | -61.3% | +196.1% | +129.8% |
| All | +233.4% | +20.5% | +212.9% | +129.3% |
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