+17,150.5%
CAH vs TXT
+2,259.2%
+14,891.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | +5.9% | -0.8% | +6.7% | +6.1% |
| 30D | +16.5% | +13.4% | +3.1% | +13.1% |
| 3M | +15.7% | -2.5% | +18.3% | +16.1% |
| 6M | +52.7% | -6.2% | +58.9% | +54.2% |
| YTD | +36.3% | -1.3% | +37.6% | +35.5% |
| 1Y | +36.7% | +4.3% | +32.4% | +34.2% |
| 3Y | +178.2% | +13.2% | +164.9% | +164.0% |
| 5Y | +515.8% | +12.4% | +503.4% | +477.6% |
| 10Y | +411.8% | +94.8% | +317.1% | +305.7% |
| All | +17,150.5% | +2,259.2% | +14,891.3% | +7,140.4% |
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