+67.4%
CVE vs TXT
+342.8%
-275.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.3% | -6.4% | -7.0% |
| 7D | -12.1% | +10.6% | -22.7% | -17.4% |
| 30D | -9.8% | +14.4% | -24.2% | -16.9% |
| 3M | -0.7% | -2.7% | +2.0% | -0.3% |
| 6M | -4.3% | -4.7% | +0.4% | -4.2% |
| YTD | +70.6% | -0.5% | +71.1% | +64.5% |
| 1Y | +73.2% | +8.7% | +64.4% | +58.5% |
| 3Y | +60.3% | +12.1% | +48.2% | +41.0% |
| 5Y | +159.3% | +14.6% | +144.7% | +120.7% |
| 10Y | +147.4% | +124.7% | +22.8% | +45.9% |
| All | +67.4% | +342.8% | -275.4% | -32.9% |
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