+288.1%
TJX vs CVE
+167.0%
+121.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -4.0% | +2.0% | -5.9% | -4.2% |
| 30D | -20.3% | +13.2% | -33.5% | -21.8% |
| 3M | -23.3% | +21.7% | -45.0% | -25.7% |
| 6M | -19.7% | +48.4% | -68.1% | -24.9% |
| YTD | -17.1% | +100.1% | -117.2% | -26.3% |
| 1Y | -8.8% | +107.8% | -116.6% | -19.6% |
| 3Y | +43.4% | +76.9% | -33.5% | +27.3% |
| 5Y | +95.2% | +346.2% | -251.0% | +42.0% |
| 10Y | +288.1% | +173.5% | +114.5% | +137.5% |
| All | +288.1% | +167.0% | +121.1% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling