+154.6%
CB vs TXG
+20.5%
+134.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.7% | -10.2% | -0.6% |
| 7D | -1.5% | +5.5% | -7.0% | -1.6% |
| 30D | +6.5% | -19.3% | +25.9% | +6.8% |
| 3M | +4.1% | +25.0% | -21.0% | +3.3% |
| 6M | +14.4% | +201.2% | -186.8% | +10.8% |
| YTD | +17.5% | +298.8% | -281.3% | +12.5% |
| 1Y | +27.5% | +326.6% | -299.0% | +21.7% |
| 3Y | +71.6% | +78.3% | -6.7% | +66.6% |
| 5Y | +100.6% | -61.3% | +161.9% | +104.9% |
| All | +154.6% | +20.5% | +134.1% | +105.9% |
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 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