+160.4%
CB vs TXG
+9.4%
+150.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.1% | +0.5% |
| 7D | 0.0% | +1.8% | -1.8% | 0.0% |
| 30D | +7.4% | -17.7% | +25.1% | +7.6% |
| 3M | +8.6% | +2.3% | +6.3% | +8.2% |
| 6M | +16.1% | +182.5% | -166.4% | +12.5% |
| YTD | +20.2% | +262.4% | -242.2% | +15.3% |
| 1Y | +27.2% | +254.1% | -226.9% | +22.0% |
| 3Y | +72.7% | +66.6% | +6.1% | +67.7% |
| 5Y | +105.9% | -64.5% | +170.5% | +110.5% |
| All | +160.4% | +9.4% | +150.9% | +111.0% |
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