-26.5%
CCI vs TXG
+21.5%
-47.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | -0.3% |
| 7D | +0.2% | +9.4% | -9.2% | -0.7% |
| 30D | +0.5% | +26.1% | -25.6% | -2.0% |
| 3M | -16.3% | +124.8% | -141.1% | -23.6% |
| 6M | -13.9% | +215.2% | -229.2% | -24.8% |
| YTD | -12.4% | +302.2% | -314.6% | -25.9% |
| 1Y | -15.2% | +370.9% | -386.1% | -30.2% |
| 3Y | -9.9% | +38.5% | -48.4% | -16.3% |
| 5Y | -50.8% | -64.4% | +13.5% | -49.2% |
| All | -26.5% | +21.5% | -47.9% | -40.3% |
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