+31.5%
CP vs TXG
-65.4%
+96.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.9% |
| 7D | +2.4% | +9.4% | -6.9% | +1.6% |
| 30D | -0.5% | +26.1% | -26.6% | -2.8% |
| 3M | +1.4% | +124.8% | -123.4% | -6.8% |
| 6M | +10.3% | +215.2% | -204.9% | -2.5% |
| YTD | +24.3% | +302.2% | -277.9% | +6.7% |
| 1Y | +20.4% | +370.9% | -350.5% | +0.8% |
| 3Y | +21.8% | +38.5% | -16.7% | +10.5% |
| 5Y | +31.5% | -64.4% | +95.9% | +13.9% |
| All | +31.5% | -65.4% | +96.9% | +13.9% |
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