+118.4%
CP vs TXG
+9.4%
+109.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.6% | +1.3% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | +10.3% | -17.7% | +28.0% | +11.8% |
| 3M | +2.3% | +2.3% | -0.1% | +0.8% |
| 6M | +10.7% | +182.5% | -171.8% | -3.0% |
| YTD | +29.3% | +262.4% | -233.0% | +9.2% |
| 1Y | +31.5% | +254.1% | -222.7% | +11.0% |
| 3Y | +36.7% | +66.6% | -29.9% | +19.6% |
| 5Y | +26.8% | -64.5% | +91.3% | +24.6% |
| All | +118.4% | +9.4% | +109.0% | +70.4% |
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