+111.0%
CP vs TXG
+16.0%
+95.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +0.2% | +32.0% | -31.8% | -2.9% |
| 3M | +2.6% | +87.0% | -84.4% | -4.7% |
| 6M | +6.0% | +180.1% | -174.1% | -6.3% |
| YTD | +24.9% | +284.1% | -259.2% | +6.2% |
| 1Y | +20.1% | +361.7% | -341.6% | -1.0% |
| 3Y | +16.4% | +15.9% | +0.5% | +7.2% |
| 5Y | +31.7% | -66.2% | +97.9% | +31.5% |
| All | +111.0% | +16.0% | +95.0% | +65.6% |
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