+3,616.8%
CLS vs TXG
-64.0%
+3,680.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | -10.4% | +128.0% | -138.4% | -25.0% |
| 6M | +20.8% | +224.4% | -203.6% | -6.4% |
| YTD | +10.0% | +307.0% | -297.0% | -19.3% |
| 1Y | +28.5% | +427.2% | -398.7% | -11.4% |
| 3Y | +1,292.2% | +40.2% | +1,252.0% | +1,032.3% |
| 5Y | +3,616.8% | -64.0% | +3,680.8% | +3,062.0% |
| All | +3,616.8% | -64.0% | +3,680.8% | +3,062.0% |
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