-26.8%
CCI vs TXG
+27.0%
-53.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +2.0% |
| 7D | -0.3% | +9.5% | -9.8% | -1.2% |
| 30D | +2.2% | +18.8% | -16.5% | +0.4% |
| 3M | -16.9% | +136.1% | -153.0% | -24.5% |
| 6M | -11.5% | +235.2% | -246.8% | -23.2% |
| YTD | -12.8% | +320.5% | -333.4% | -26.6% |
| 1Y | -17.1% | +425.2% | -442.3% | -32.5% |
| 3Y | -9.6% | +42.9% | -52.5% | -16.2% |
| 5Y | -48.9% | -62.8% | +13.9% | -47.4% |
| All | -26.8% | +27.0% | -53.8% | -40.9% |
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 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