+38.3%
TXG vs CLBK
+52.3%
-14.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +5.0% | -1.4% | +6.4% | +5.9% |
| 30D | +13.5% | +4.5% | +9.0% | +9.7% |
| 3M | +128.0% | +22.8% | +105.2% | +95.7% |
| 6M | +224.4% | +43.4% | +181.0% | +148.9% |
| YTD | +307.0% | +64.1% | +242.9% | +179.4% |
| 1Y | +427.2% | +67.6% | +359.7% | +253.2% |
| All | +38.3% | +52.3% | -14.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling