+231.7%
CVE vs TXG
+9.8%
+221.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -16.1% | -15.4% | -0.7% | -14.9% |
| 30D | -10.4% | -22.1% | +11.7% | -8.7% |
| 3M | -2.4% | +30.0% | -32.4% | -5.8% |
| 6M | -4.4% | +160.7% | -165.1% | -14.9% |
| YTD | +64.9% | +263.5% | -198.5% | +39.8% |
| 1Y | +66.0% | +356.0% | -290.0% | +36.3% |
| 3Y | +57.7% | +53.4% | +4.3% | +38.5% |
| 5Y | +144.7% | -66.7% | +211.4% | +143.7% |
| All | +231.7% | +9.8% | +221.9% | +130.2% |
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