+34.0%
CCL vs TXG
-64.9%
+98.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -2.9% |
| 7D | -0.3% | +1.8% | -2.1% | -1.0% |
| 30D | +10.3% | -17.7% | +28.0% | +15.3% |
| 3M | +6.6% | +2.3% | +4.2% | +1.0% |
| 6M | +20.0% | +182.5% | -162.5% | -22.0% |
| YTD | -1.9% | +262.4% | -264.2% | -42.4% |
| 1Y | +10.4% | +254.1% | -243.7% | -35.5% |
| 3Y | +134.8% | +66.6% | +68.2% | +59.5% |
| 5Y | +34.0% | -64.5% | +98.5% | +28.7% |
| All | +34.0% | -64.9% | +98.9% | +28.7% |
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 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