+249.1%
CVE vs TXG
+9.4%
+239.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.4% | +2.1% |
| 7D | +4.6% | +1.8% | +2.8% | +4.4% |
| 30D | -12.0% | -17.7% | +5.7% | -10.8% |
| 3M | -3.8% | +2.3% | -6.1% | -5.0% |
| 6M | -2.7% | +182.5% | -185.2% | -14.1% |
| YTD | +73.6% | +262.4% | -188.8% | +47.1% |
| 1Y | +62.0% | +254.1% | -192.1% | +37.2% |
| 3Y | +72.7% | +66.6% | +6.1% | +50.2% |
| 5Y | +153.9% | -64.5% | +218.5% | +150.4% |
| All | +249.1% | +9.4% | +239.6% | +142.2% |
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