+135.8%
CB vs TXG
+24.6%
+111.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | -0.5% | +9.1% | -9.7% | -0.7% |
| 30D | -3.1% | +14.9% | -18.0% | -3.4% |
| 3M | +4.2% | +120.0% | -115.8% | +2.1% |
| 6M | +4.7% | +221.8% | -217.1% | +1.4% |
| YTD | +8.8% | +312.6% | -303.7% | +4.4% |
| 1Y | +22.6% | +398.4% | -375.8% | +16.6% |
| 3Y | +70.6% | +42.1% | +28.5% | +68.0% |
| 5Y | +99.4% | -63.5% | +162.9% | +104.8% |
| All | +135.8% | +24.6% | +111.1% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling