-24.8%
CCL vs TXG
+372.5%
-397.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -5.0% | +1.8% | -6.9% | -5.4% |
| 30D | -20.3% | +32.0% | -52.4% | -25.2% |
| 3M | -15.1% | +87.0% | -102.2% | -27.2% |
| 6M | -15.1% | +180.1% | -195.2% | -33.9% |
| YTD | -21.8% | +284.1% | -305.9% | -40.7% |
| 1Y | -24.8% | +361.7% | -386.5% | -45.1% |
| All | -24.8% | +372.5% | -397.3% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling