+455.6%
TXN vs CVE
+136.7%
+318.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | -2.1% | -10.1% | +8.0% | -0.3% |
| 30D | +4.7% | -12.1% | +16.8% | +6.9% |
| 3M | +3.9% | -1.9% | +5.7% | +3.9% |
| 6M | +3.8% | -1.8% | +5.6% | +3.3% |
| YTD | +74.2% | +65.8% | +8.4% | +57.4% |
| 1Y | +88.2% | +60.8% | +27.4% | +70.8% |
| 3Y | +124.0% | +70.1% | +53.8% | +98.3% |
| 5Y | +78.4% | +134.8% | -56.4% | +46.3% |
| 10Y | +455.6% | +130.1% | +325.5% | +285.6% |
| All | +455.6% | +136.7% | +318.9% | +285.6% |
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