+162.9%
CFG vs TXG
+16.0%
+146.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | -3.8% | +32.0% | -35.8% | -8.2% |
| 3M | +11.5% | +87.0% | -75.5% | +0.2% |
| 6M | +19.2% | +180.1% | -160.9% | -0.1% |
| YTD | +23.7% | +284.1% | -260.4% | -1.9% |
| 1Y | +38.8% | +361.7% | -322.8% | +5.6% |
| 3Y | +178.9% | +15.9% | +163.0% | +145.9% |
| 5Y | +101.8% | -66.2% | +168.0% | +94.1% |
| All | +162.9% | +16.0% | +146.9% | +79.6% |
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