+4,318.7%
CLS vs TXG
+22.9%
+4,295.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.2% |
| 7D | +5.0% | +5.0% | 0.0% | +3.9% |
| 30D | +4.8% | +13.5% | -8.7% | +2.0% |
| 3M | -10.4% | +128.0% | -138.4% | -24.8% |
| 6M | +20.8% | +224.4% | -203.6% | -6.1% |
| YTD | +10.0% | +307.0% | -297.0% | -19.0% |
| 1Y | +28.5% | +427.2% | -398.7% | -11.0% |
| 3Y | +1,292.2% | +40.2% | +1,252.0% | +1,045.6% |
| 5Y | +3,616.8% | -64.0% | +3,680.8% | +3,491.7% |
| All | +4,318.7% | +22.9% | +4,295.8% | +2,889.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling