+101.5%
CB vs TXG
-66.1%
+167.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +0.2% | -15.4% | +15.7% | +0.3% |
| 30D | +9.1% | -22.1% | +31.2% | +9.2% |
| 3M | +3.4% | +30.0% | -26.6% | +2.9% |
| 6M | +14.1% | +160.7% | -146.6% | +12.2% |
| YTD | +18.0% | +263.5% | -245.4% | +15.1% |
| 1Y | +30.1% | +356.0% | -325.9% | +26.1% |
| 3Y | +71.8% | +53.4% | +18.4% | +69.7% |
| All | +101.5% | -66.1% | +167.6% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling