+1,441.8%
TXN vs CVE
+89.9%
+1,351.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | -0.1% | +2.5% | -2.6% | -0.6% |
| 30D | -6.9% | +16.7% | -23.7% | -9.9% |
| 3M | -14.9% | +9.3% | -24.2% | -16.8% |
| 6M | +29.0% | +43.6% | -14.6% | +18.7% |
| YTD | +51.5% | +93.6% | -42.1% | +30.7% |
| 1Y | +41.6% | +98.8% | -57.2% | +21.1% |
| 3Y | +65.8% | +73.6% | -7.8% | +43.3% |
| 5Y | +56.8% | +312.5% | -255.7% | +10.0% |
| 10Y | +387.5% | +161.0% | +226.4% | +226.8% |
| All | +1,441.8% | +89.9% | +1,351.9% | +982.0% |
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