+289.2%
CVE vs TXG
+16.0%
+273.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +2.5% | +1.8% | +0.7% | +2.3% |
| 30D | +16.7% | +32.0% | -15.3% | +13.3% |
| 3M | +9.3% | +87.0% | -77.7% | +1.9% |
| 6M | +43.6% | +180.1% | -136.5% | +27.2% |
| YTD | +93.6% | +284.1% | -190.5% | +64.6% |
| 1Y | +98.8% | +361.7% | -262.9% | +63.7% |
| 3Y | +73.6% | +15.9% | +57.7% | +58.6% |
| 5Y | +312.5% | -66.2% | +378.6% | +313.1% |
| All | +289.2% | +16.0% | +273.2% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling