+89.9%
CVE vs TXT
+303.9%
-214.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.5% | -4.8% | +7.3% | +5.2% |
| 30D | +16.7% | -10.6% | +27.3% | +23.9% |
| 3M | +9.3% | -13.2% | +22.4% | +16.6% |
| 6M | +43.6% | -20.3% | +63.9% | +59.1% |
| YTD | +93.6% | -9.3% | +102.8% | +98.0% |
| 1Y | +98.8% | -2.7% | +101.4% | +94.4% |
| 3Y | +73.6% | +1.4% | +72.2% | +62.5% |
| 5Y | +312.5% | +9.6% | +302.9% | +262.6% |
| 10Y | +161.0% | +94.9% | +66.1% | +66.8% |
| All | +89.9% | +303.9% | -214.0% | -19.2% |
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