+0.4%
CCL vs TXG
-64.0%
+64.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.6% |
| 7D | -4.3% | +5.0% | -9.3% | -5.9% |
| 30D | -19.0% | +13.5% | -32.5% | -22.7% |
| 3M | -13.1% | +128.0% | -141.1% | -35.7% |
| 6M | -13.3% | +224.4% | -237.7% | -43.5% |
| YTD | -25.2% | +307.0% | -332.2% | -55.4% |
| 1Y | -27.2% | +427.2% | -454.4% | -61.6% |
| 3Y | +49.2% | +40.2% | +9.1% | +14.6% |
| 5Y | +0.4% | -64.0% | +64.4% | -17.5% |
| All | +0.4% | -64.0% | +64.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling