+98.8%
CVE vs TXT
-1.0%
+99.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +2.5% | -4.8% | +7.3% | +2.1% |
| 30D | +16.7% | -10.6% | +27.3% | +15.7% |
| 3M | +9.3% | -13.2% | +22.4% | +8.2% |
| 6M | +43.6% | -20.3% | +63.9% | +44.1% |
| YTD | +93.6% | -9.3% | +102.8% | +90.2% |
| 1Y | +98.8% | -2.7% | +101.4% | +95.9% |
| All | +98.8% | -1.0% | +99.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling