+1,634.0%
TJX vs CVE
+61.8%
+1,572.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -3.6% | -16.1% | +12.6% | -1.2% |
| 30D | -2.5% | -10.4% | +7.9% | -1.1% |
| 3M | -16.2% | -2.4% | -13.9% | -16.3% |
| 6M | -12.4% | -4.4% | -8.0% | -12.5% |
| YTD | -11.1% | +64.9% | -76.0% | -19.0% |
| 1Y | -4.7% | +66.0% | -70.8% | -13.4% |
| 3Y | +54.8% | +57.7% | -2.8% | +39.0% |
| 5Y | +104.3% | +144.7% | -40.5% | +64.5% |
| 10Y | +332.7% | +139.2% | +193.5% | +195.9% |
| All | +1,634.0% | +61.8% | +1,572.1% | +1,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling