+112.0%
CF vs TXG
-66.4%
+178.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -3.2% | -15.4% | +12.3% | -2.9% |
| 30D | +4.3% | -22.1% | +26.4% | +4.7% |
| 3M | +2.8% | +30.0% | -27.2% | +1.4% |
| 6M | +0.6% | +160.7% | -160.1% | -3.3% |
| YTD | +56.6% | +263.5% | -206.8% | +47.2% |
| 1Y | +49.6% | +356.0% | -306.4% | +38.4% |
| 3Y | +61.5% | +53.4% | +8.1% | +55.3% |
| All | +112.0% | -66.4% | +178.4% | +111.2% |
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 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