+187.7%
CF vs TXG
+9.8%
+177.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -3.2% | -15.4% | +12.3% | -2.6% |
| 30D | +4.3% | -22.1% | +26.4% | +5.1% |
| 3M | +2.8% | +30.0% | -27.2% | +0.8% |
| 6M | +0.6% | +160.7% | -160.1% | -5.1% |
| YTD | +56.6% | +263.5% | -206.8% | +43.7% |
| 1Y | +49.6% | +356.0% | -306.4% | +34.7% |
| 3Y | +61.5% | +53.4% | +8.1% | +52.6% |
| 5Y | +124.0% | -66.7% | +190.7% | +129.3% |
| All | +187.7% | +9.8% | +177.9% | +127.4% |
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