+42.7%
CNC vs TXG
+24.6%
+18.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -4.9% | +9.1% | -14.0% | -5.4% |
| 30D | -3.8% | +14.9% | -18.7% | -4.7% |
| 3M | -3.2% | +120.0% | -123.2% | -8.4% |
| 6M | +47.9% | +221.8% | -173.9% | +35.8% |
| YTD | +55.7% | +312.6% | -256.9% | +40.4% |
| 1Y | +106.2% | +398.4% | -292.2% | +82.5% |
| 3Y | -2.1% | +42.1% | -44.1% | -6.7% |
| 5Y | +3.4% | -63.5% | +66.8% | +9.3% |
| All | +42.7% | +24.6% | +18.1% | +9.9% |
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