+84.6%
TXN vs CVE
+158.6%
-74.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | +9.5% | +5.9% | +3.5% | +8.2% |
| 30D | +8.7% | -10.9% | +19.6% | +10.9% |
| 3M | +11.6% | -4.5% | +16.1% | +12.1% |
| 6M | +0.1% | -1.0% | +1.1% | -0.5% |
| YTD | +78.8% | +74.7% | +4.1% | +55.6% |
| 1Y | +91.2% | +65.8% | +25.4% | +68.2% |
| 3Y | +125.8% | +73.2% | +52.6% | +90.2% |
| All | +84.6% | +158.6% | -74.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling