+15,232.8%
CAH vs TXT
+2,070.1%
+13,162.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +5.4% | -4.8% | +10.2% | +6.5% |
| 30D | +3.3% | -10.6% | +13.9% | +5.9% |
| 3M | +22.8% | -13.2% | +36.0% | +26.4% |
| 6M | +11.3% | -20.3% | +31.6% | +16.5% |
| YTD | +21.1% | -9.3% | +30.4% | +22.9% |
| 1Y | +67.2% | -2.7% | +69.9% | +66.8% |
| 3Y | +195.6% | +1.4% | +194.2% | +188.0% |
| 5Y | +413.8% | +9.6% | +404.3% | +385.5% |
| 10Y | +309.6% | +94.9% | +214.7% | +225.9% |
| All | +15,232.8% | +2,070.1% | +13,162.7% | +6,471.2% |
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