-30.4%
CAG vs TXG
+24.6%
-55.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.0% |
| 7D | -6.6% | +9.1% | -15.8% | -6.7% |
| 30D | +2.3% | +14.9% | -12.6% | +2.1% |
| 3M | +16.3% | +120.0% | -103.7% | +14.8% |
| 6M | -16.0% | +221.8% | -237.8% | -17.9% |
| YTD | -7.7% | +312.6% | -320.3% | -10.2% |
| 1Y | -16.0% | +398.4% | -414.5% | -18.7% |
| 3Y | -37.7% | +42.1% | -79.8% | -39.0% |
| 5Y | -41.2% | -63.5% | +22.2% | -41.8% |
| All | -30.4% | +24.6% | -55.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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