+69.9%
CNP vs TXG
-63.6%
+133.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.9% |
| 7D | +0.7% | +9.1% | -8.5% | +0.4% |
| 30D | -0.1% | +14.9% | -14.9% | -0.5% |
| 3M | -5.6% | +120.0% | -125.6% | -8.1% |
| 6M | -7.5% | +221.8% | -229.3% | -11.2% |
| YTD | +5.5% | +312.6% | -307.1% | +0.1% |
| 1Y | +8.3% | +398.4% | -390.1% | +1.7% |
| 3Y | +51.8% | +42.1% | +9.7% | +50.2% |
| 5Y | +69.9% | -63.5% | +133.3% | +66.3% |
| All | +69.9% | -63.6% | +133.5% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling