+601.8%
CAG vs TXT
+2,070.1%
-1,468.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.8% | -4.8% | +1.0% | -3.1% |
| 30D | +3.1% | -10.6% | +13.7% | +4.9% |
| 3M | +23.5% | -13.2% | +36.7% | +25.9% |
| 6M | -14.8% | -20.3% | +5.5% | -12.1% |
| YTD | -5.4% | -9.3% | +3.8% | -4.4% |
| 1Y | -11.8% | -2.7% | -9.1% | -11.8% |
| 3Y | -36.7% | +1.4% | -38.0% | -37.6% |
| 5Y | -40.3% | +9.6% | -49.8% | -42.4% |
| 10Y | -37.0% | +94.9% | -131.9% | -46.8% |
| All | +601.8% | +2,070.1% | -1,468.2% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling