+411.5%
CAH vs TXT
+89.4%
+322.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.3% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +13.3% | +0.1% | +8.9% |
| 3M | +21.8% | -5.0% | +26.8% | +23.3% |
| 6M | +51.5% | -8.4% | +59.9% | +54.5% |
| YTD | +38.1% | -4.0% | +42.1% | +37.8% |
| 1Y | +37.7% | +2.8% | +34.9% | +34.4% |
| 3Y | +179.6% | +10.3% | +169.3% | +159.9% |
| 5Y | +504.9% | +9.2% | +495.8% | +451.5% |
| All | +411.5% | +89.4% | +322.1% | +262.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling