+143.5%
CVE vs TXT
+98.8%
+44.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | -10.8% | +13.4% | -24.2% | -18.6% |
| 3M | -4.3% | -2.5% | -1.8% | -4.0% |
| 6M | -1.5% | -6.2% | +4.7% | -0.3% |
| YTD | +70.7% | -1.3% | +72.1% | +63.8% |
| 1Y | +58.1% | +4.3% | +53.8% | +45.7% |
| 3Y | +69.8% | +13.2% | +56.6% | +42.8% |
| 5Y | +148.9% | +12.4% | +136.6% | +103.8% |
| 10Y | +143.5% | +94.8% | +48.8% | +39.4% |
| All | +143.5% | +98.8% | +44.7% | +39.4% |
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