+46.6%
TJX vs CVE
+75.1%
-28.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.4% |
| 7D | -3.3% | +0.2% | -3.4% | -3.3% |
| 30D | -19.9% | +17.5% | -37.3% | -19.7% |
| 3M | -19.0% | +16.2% | -35.3% | -18.9% |
| 6M | -18.6% | +47.8% | -66.3% | -18.8% |
| YTD | -15.3% | +98.5% | -113.8% | -16.4% |
| 1Y | -7.3% | +109.8% | -117.1% | -8.9% |
| 3Y | +46.6% | +75.5% | -28.9% | +42.4% |
| All | +46.6% | +75.1% | -28.5% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling