-4.3%
CVE vs TXT
-8.7%
+4.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.3% | -6.4% | -7.9% |
| 7D | -12.1% | +10.6% | -22.7% | -10.3% |
| 30D | -9.8% | +14.4% | -24.2% | -7.2% |
| 3M | -0.7% | -2.7% | +2.0% | -3.3% |
| 6M | -4.3% | -4.7% | +0.4% | -6.5% |
| All | -4.3% | -8.7% | +4.4% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling