-38.4%
CCL vs TXG
+7.8%
-46.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.1% |
| 7D | -1.2% | -1.8% | +0.7% | -0.7% |
| 30D | +13.1% | -20.4% | +33.5% | +19.0% |
| 3M | +3.4% | +0.1% | +3.3% | -0.7% |
| 6M | +18.7% | +176.2% | -157.5% | -18.3% |
| YTD | -2.3% | +256.8% | -259.0% | -38.6% |
| 1Y | +14.2% | +255.9% | -241.7% | -29.0% |
| 3Y | +133.6% | +60.2% | +73.4% | +66.3% |
| 5Y | +33.5% | -65.1% | +98.6% | +24.3% |
| All | -38.4% | +7.8% | -46.2% | -62.7% |
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