+138.5%
CB vs TXG
+16.0%
+122.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | +0.5% | +1.8% | -1.3% | +0.5% |
| 30D | -3.1% | +32.0% | -35.1% | -3.7% |
| 3M | +9.0% | +87.0% | -78.1% | +7.2% |
| 6M | +2.9% | +180.1% | -177.2% | -0.1% |
| YTD | +10.1% | +284.1% | -274.0% | +5.8% |
| 1Y | +22.8% | +361.7% | -338.9% | +16.9% |
| 3Y | +73.8% | +15.9% | +57.9% | +72.5% |
| 5Y | +99.2% | -66.2% | +165.3% | +104.9% |
| All | +138.5% | +16.0% | +122.5% | +93.6% |
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