+124.3%
CMG vs TXG
+22.9%
+101.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.5% |
| 7D | -3.8% | +5.0% | -8.8% | -4.6% |
| 30D | +12.9% | +13.5% | -0.6% | +10.5% |
| 3M | +18.8% | +128.0% | -109.3% | +3.6% |
| 6M | +4.1% | +224.4% | -220.4% | -15.0% |
| YTD | -2.4% | +307.0% | -309.3% | -23.4% |
| 1Y | -6.7% | +427.2% | -433.9% | -30.8% |
| 3Y | -7.1% | +40.2% | -47.3% | -18.9% |
| 5Y | -5.0% | -64.0% | +59.0% | -0.7% |
| All | +124.3% | +22.9% | +101.4% | +84.7% |
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