+402.2%
CAH vs TXT
+13.4%
+388.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.2% | +0.8% | -3.1% | -2.4% |
| 30D | +1.2% | -10.4% | +11.6% | +3.5% |
| 3M | +13.1% | -14.3% | +27.4% | +16.5% |
| 6M | +8.5% | -15.1% | +23.6% | +11.7% |
| YTD | +17.6% | -8.3% | +25.9% | +18.9% |
| 1Y | +60.7% | -0.7% | +61.4% | +59.2% |
| 3Y | +183.2% | +6.0% | +177.2% | +169.2% |
| 5Y | +402.2% | +12.5% | +389.7% | +359.8% |
| All | +402.2% | +13.4% | +388.8% | +359.8% |
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