-41.2%
CAG vs TXT
+13.4%
-54.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -6.6% | +0.8% | -7.4% | -6.8% |
| 30D | +2.3% | -10.4% | +12.7% | +4.3% |
| 3M | +16.3% | -14.3% | +30.7% | +19.3% |
| 6M | -16.0% | -15.1% | -0.9% | -13.8% |
| YTD | -7.7% | -8.3% | +0.6% | -6.8% |
| 1Y | -16.0% | -0.7% | -15.3% | -16.5% |
| 3Y | -37.7% | +6.0% | -43.7% | -39.5% |
| 5Y | -41.2% | +12.5% | -53.7% | -44.7% |
| All | -41.2% | +13.4% | -54.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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