+162.3%
CVE vs TXT
+94.9%
+67.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.5% | -4.8% | +7.3% | +5.7% |
| 30D | +16.7% | -10.6% | +27.3% | +25.1% |
| 3M | +9.3% | -13.2% | +22.4% | +17.7% |
| 6M | +43.6% | -20.3% | +63.9% | +61.8% |
| YTD | +93.6% | -9.3% | +102.8% | +98.1% |
| 1Y | +98.8% | -2.7% | +101.4% | +92.7% |
| 3Y | +73.6% | +1.4% | +72.2% | +58.4% |
| 5Y | +312.5% | +9.6% | +302.9% | +245.3% |
| All | +162.3% | +94.9% | +67.3% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling