+321.4%
TJX vs CVE
+147.6%
+173.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -1.5% | +4.6% | -6.2% | -2.2% |
| 30D | -3.6% | -12.0% | +8.4% | -2.0% |
| 3M | -10.3% | -3.8% | -6.5% | -10.1% |
| 6M | -8.6% | -2.7% | -5.9% | -8.9% |
| YTD | -10.3% | +73.6% | -83.9% | -18.9% |
| 1Y | -6.4% | +62.0% | -68.5% | -14.5% |
| 3Y | +55.0% | +72.7% | -17.7% | +37.3% |
| 5Y | +112.4% | +153.9% | -41.5% | +69.9% |
| All | +321.4% | +147.6% | +173.8% | +163.8% |
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