-27.2%
CCL vs TXG
+392.4%
-419.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.8% |
| 7D | -4.3% | +5.0% | -9.3% | -5.2% |
| 30D | -19.0% | +13.5% | -32.5% | -21.1% |
| 3M | -13.1% | +128.0% | -141.1% | -28.7% |
| 6M | -13.3% | +224.4% | -237.7% | -34.1% |
| YTD | -25.2% | +307.0% | -332.2% | -44.2% |
| 1Y | -27.2% | +427.2% | -454.4% | -48.2% |
| All | -27.2% | +392.4% | -419.6% | -48.2% |
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