+48.0%
CNC vs TXG
+27.0%
+20.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.8% | +1.4% |
| 7D | -0.9% | +9.5% | -10.4% | -1.5% |
| 30D | -1.0% | +18.8% | -19.7% | -2.1% |
| 3M | +4.5% | +136.1% | -131.6% | -1.5% |
| 6M | +85.2% | +235.2% | -150.0% | +69.5% |
| YTD | +61.4% | +320.5% | -259.1% | +45.4% |
| 1Y | +94.9% | +425.2% | -330.3% | +71.9% |
| 3Y | 0.0% | +42.9% | -42.9% | -4.8% |
| 5Y | +11.2% | -62.8% | +74.0% | +17.5% |
| All | +48.0% | +27.0% | +20.9% | +13.8% |
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