+159.5%
CVE vs TXG
-65.2%
+224.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +5.9% | -1.8% | +7.8% | +6.0% |
| 30D | -10.9% | -20.4% | +9.5% | -9.6% |
| 3M | -4.5% | +0.1% | -4.6% | -5.4% |
| 6M | -1.0% | +176.2% | -177.1% | -10.6% |
| YTD | +74.7% | +256.8% | -182.0% | +51.9% |
| 1Y | +65.8% | +255.9% | -190.1% | +43.7% |
| 3Y | +73.2% | +60.2% | +13.0% | +52.5% |
| All | +159.5% | -65.2% | +224.7% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling