+104.7%
CP vs TXG
+22.9%
+81.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -2.7% | +5.0% | -7.7% | -3.2% |
| 30D | -3.4% | +13.5% | -16.9% | -4.7% |
| 3M | -0.6% | +128.0% | -128.7% | -9.6% |
| 6M | +6.3% | +224.4% | -218.1% | -7.5% |
| YTD | +21.2% | +307.0% | -285.8% | +2.3% |
| 1Y | +20.0% | +427.2% | -407.2% | -2.5% |
| 3Y | +18.7% | +40.2% | -21.4% | +7.0% |
| 5Y | +34.8% | -64.0% | +98.8% | +33.7% |
| All | +104.7% | +22.9% | +81.8% | +59.7% |
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 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