+73.2%
CVE vs TXT
+1.6%
+71.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.5% | -4.8% | +7.3% | +4.1% |
| 30D | +16.7% | -10.6% | +27.3% | +21.0% |
| 3M | +9.3% | -13.2% | +22.4% | +13.7% |
| 6M | +43.6% | -20.3% | +63.9% | +54.5% |
| YTD | +93.6% | -9.3% | +102.8% | +94.1% |
| 1Y | +98.8% | -2.7% | +101.4% | +91.3% |
| All | +73.2% | +1.6% | +71.6% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling