+426.9%
TXN vs CVE
+136.1%
+290.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -7.8% | -16.1% | +8.3% | -5.1% |
| 30D | -3.6% | -10.4% | +6.8% | -1.9% |
| 3M | +0.1% | -2.4% | +2.5% | +0.2% |
| 6M | -3.2% | -4.4% | +1.2% | -3.2% |
| YTD | +63.4% | +64.9% | -1.6% | +47.7% |
| 1Y | +75.6% | +66.0% | +9.6% | +58.5% |
| 3Y | +104.0% | +57.7% | +46.4% | +82.8% |
| 5Y | +65.0% | +144.7% | -79.7% | +34.5% |
| All | +426.9% | +136.1% | +290.8% | +265.7% |
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