+60.6%
CNP vs TXG
+16.0%
+44.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | -1.8% | +32.0% | -33.8% | -3.5% |
| 3M | -4.6% | +87.0% | -91.7% | -8.5% |
| 6M | -8.8% | +180.1% | -188.9% | -15.0% |
| YTD | +5.2% | +284.1% | -278.9% | -4.2% |
| 1Y | +8.3% | +361.7% | -353.4% | -3.1% |
| 3Y | +54.9% | +15.9% | +39.0% | +51.6% |
| 5Y | +73.5% | -66.2% | +139.7% | +87.5% |
| All | +60.6% | +16.0% | +44.6% | +21.7% |
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