+54.8%
TJX vs CVE
+53.7%
+1.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -3.6% | -16.1% | +12.6% | -4.0% |
| 30D | -2.5% | -10.4% | +7.9% | -2.8% |
| 3M | -16.2% | -2.4% | -13.9% | -16.4% |
| 6M | -12.4% | -4.4% | -8.0% | -12.6% |
| YTD | -11.1% | +64.9% | -76.0% | -12.4% |
| 1Y | -4.7% | +66.0% | -70.8% | -6.2% |
| 3Y | +54.8% | +57.7% | -2.8% | +49.8% |
| All | +54.8% | +53.7% | +1.1% | +49.8% |
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 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