+41.9%
CI vs TXG
-65.4%
+107.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.9% |
| 7D | -2.0% | +9.4% | -11.4% | -2.2% |
| 30D | -1.8% | +26.1% | -27.9% | -2.5% |
| 3M | -4.2% | +124.8% | -129.0% | -6.6% |
| 6M | +2.7% | +215.2% | -212.5% | -1.2% |
| YTD | +1.9% | +302.2% | -300.3% | -2.8% |
| 1Y | -6.3% | +370.9% | -377.2% | -11.4% |
| 3Y | +3.9% | +38.5% | -34.7% | +1.5% |
| 5Y | +41.9% | -64.4% | +106.2% | +34.9% |
| All | +41.9% | -65.4% | +107.3% | +34.9% |
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