+1,592.7%
TJX vs CVE
+89.9%
+1,502.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.2% | +2.5% | -4.8% | -2.6% |
| 30D | -17.1% | +16.7% | -33.9% | -19.1% |
| 3M | -16.5% | +9.3% | -25.7% | -17.9% |
| 6M | -17.8% | +43.6% | -61.4% | -22.9% |
| YTD | -13.2% | +93.6% | -106.8% | -22.6% |
| 1Y | -5.2% | +98.8% | -104.0% | -16.0% |
| 3Y | +48.2% | +73.6% | -25.4% | +31.6% |
| 5Y | +99.8% | +312.5% | -212.7% | +47.5% |
| 10Y | +291.1% | +161.0% | +130.1% | +164.5% |
| All | +1,592.7% | +89.9% | +1,502.8% | +1,058.4% |
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 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