+3,351.5%
CLS vs TXG
+9.4%
+3,342.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.8% | +9.3% | +5.6% |
| 7D | +23.5% | +1.8% | +21.7% | +22.9% |
| 30D | -28.9% | -17.7% | -11.3% | -25.8% |
| 3M | -25.2% | +2.3% | -27.5% | -26.1% |
| 6M | -32.1% | +182.5% | -214.6% | -45.9% |
| YTD | -14.1% | +262.4% | -276.4% | -35.6% |
| 1Y | -24.1% | +254.1% | -278.2% | -42.9% |
| 3Y | +897.0% | +66.6% | +830.4% | +693.2% |
| 5Y | +2,089.9% | -64.5% | +2,154.4% | +2,022.2% |
| All | +3,351.5% | +9.4% | +3,342.1% | +2,276.3% |
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