+62.8%
CVE vs TXT
+335.5%
-272.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.9% |
| 7D | -14.1% | -2.5% | -11.5% | -13.0% |
| 30D | -11.6% | +12.8% | -24.5% | -18.0% |
| 3M | 0.0% | -3.6% | +3.7% | +1.0% |
| 6M | -8.4% | -6.9% | -1.4% | -7.0% |
| YTD | +65.9% | -2.2% | +68.1% | +61.4% |
| 1Y | +69.4% | +6.3% | +63.1% | +57.0% |
| 3Y | +55.9% | +10.3% | +45.7% | +38.4% |
| 5Y | +146.2% | +10.6% | +135.5% | +113.6% |
| 10Y | +140.6% | +121.0% | +19.6% | +43.2% |
| All | +62.8% | +335.5% | -272.7% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling