+17,377.4%
CAH vs TXT
+2,196.3%
+15,181.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +13.3% | +0.1% | +10.1% |
| 3M | +21.8% | -5.0% | +26.8% | +22.9% |
| 6M | +51.5% | -8.4% | +59.9% | +53.8% |
| YTD | +38.1% | -4.0% | +42.1% | +38.1% |
| 1Y | +37.7% | +2.8% | +34.9% | +35.5% |
| 3Y | +179.6% | +10.3% | +169.3% | +167.0% |
| 5Y | +504.9% | +9.2% | +495.8% | +471.1% |
| 10Y | +418.6% | +89.6% | +329.0% | +313.5% |
| All | +17,377.4% | +2,196.3% | +15,181.1% | +7,279.5% |
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 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