-51.4%
CCL vs TXG
+21.5%
-72.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.7% |
| 7D | -0.1% | +9.4% | -9.5% | -2.8% |
| 30D | -20.0% | +26.1% | -46.1% | -26.1% |
| 3M | -13.7% | +124.8% | -138.5% | -34.1% |
| 6M | -9.0% | +215.2% | -224.3% | -37.9% |
| YTD | -22.8% | +302.2% | -325.0% | -51.5% |
| 1Y | -25.3% | +370.9% | -396.2% | -56.7% |
| 3Y | +54.1% | +38.5% | +15.6% | +19.1% |
| 5Y | +3.5% | -64.4% | +67.8% | -2.3% |
| All | -51.4% | +21.5% | -72.9% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling