+53.1%
CNP vs TXG
+31.6%
+21.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.6% | +1.1% |
| 7D | +1.6% | +9.4% | -7.7% | +1.6% |
| 30D | -0.8% | +26.1% | -26.9% | -0.9% |
| 3M | -3.6% | +124.8% | -128.4% | -4.2% |
| 6M | -6.9% | +215.2% | -222.2% | -8.1% |
| YTD | +6.4% | +302.2% | -295.8% | +4.5% |
| 1Y | +9.9% | +370.9% | -361.0% | +7.5% |
| 3Y | +53.1% | +38.5% | +14.6% | +61.8% |
| All | +53.1% | +31.6% | +21.4% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling