+116.5%
CP vs TXG
+14.9%
+101.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | -0.7% | -8.1% | +7.4% | 0.0% |
| 30D | +9.6% | -17.5% | +27.1% | +11.1% |
| 3M | +2.2% | +6.1% | -3.9% | +0.4% |
| 6M | +11.1% | +202.7% | -191.6% | -3.3% |
| YTD | +28.2% | +280.4% | -252.3% | +7.8% |
| 1Y | +32.2% | +274.0% | -241.9% | +11.0% |
| 3Y | +35.5% | +74.9% | -39.4% | +18.0% |
| 5Y | +26.8% | -63.0% | +89.8% | +24.1% |
| All | +116.5% | +14.9% | +101.6% | +68.2% |
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