+66.8%
CNP vs TXG
+7.8%
+59.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.3% | -1.8% | +3.1% | +1.4% |
| 30D | +3.8% | -20.4% | +24.2% | +4.7% |
| 3M | +2.4% | +0.1% | +2.3% | +1.6% |
| 6M | -1.2% | +176.2% | -177.4% | -8.2% |
| YTD | +9.3% | +256.8% | -247.5% | -0.8% |
| 1Y | +6.4% | +255.9% | -249.5% | -3.5% |
| 3Y | +66.4% | +60.2% | +6.1% | +56.8% |
| 5Y | +75.7% | -65.1% | +140.8% | +87.0% |
| All | +66.8% | +7.8% | +59.0% | +26.0% |
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