+110.5%
CNC vs TXG
+406.9%
-296.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.4% | +9.2% | +12.6% |
| 7D | +13.4% | -19.3% | +32.6% | +13.6% |
| 30D | +18.2% | -30.9% | +49.1% | +18.8% |
| 3M | +18.6% | +41.1% | -22.4% | +17.5% |
| 6M | +41.9% | +211.9% | -170.0% | +38.1% |
| YTD | +84.7% | +314.0% | -229.3% | +77.7% |
| 1Y | +110.5% | +405.4% | -294.9% | +104.6% |
| All | +110.5% | +406.9% | -296.4% | +104.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling