+469.9%
TXN vs CVE
+132.7%
+337.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.8% | -10.0% | +6.2% | -2.1% |
| 30D | +6.4% | -11.9% | +18.3% | +8.6% |
| 3M | +7.7% | -5.9% | +13.6% | +8.5% |
| 6M | +5.5% | -1.6% | +7.0% | +5.0% |
| YTD | +77.0% | +66.3% | +10.7% | +59.9% |
| 1Y | +91.2% | +57.5% | +33.7% | +74.2% |
| 3Y | +121.5% | +65.4% | +56.1% | +97.0% |
| 5Y | +84.9% | +144.2% | -59.3% | +50.7% |
| 10Y | +469.9% | +135.5% | +334.4% | +295.3% |
| All | +469.9% | +132.7% | +337.2% | +295.3% |
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