+69.7%
CNH vs TXG
+16.0%
+53.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +23.3% | +1.8% | +21.5% | +22.9% |
| 30D | +33.5% | +32.0% | +1.5% | +27.0% |
| 3M | +32.7% | +87.0% | -54.3% | +18.3% |
| 6M | +22.2% | +180.1% | -157.9% | +1.2% |
| YTD | +57.7% | +284.1% | -226.4% | +23.2% |
| 1Y | +28.0% | +361.7% | -333.7% | -4.6% |
| 3Y | +11.5% | +15.9% | -4.4% | -2.5% |
| 5Y | +11.9% | -66.2% | +78.0% | +6.9% |
| All | +69.7% | +16.0% | +53.7% | +22.7% |
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