+243.0%
CB vs TXT
+115.3%
+127.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -1.2% |
| 7D | -1.5% | -3.5% | +2.0% | -0.3% |
| 30D | +6.5% | +15.2% | -8.6% | +1.0% |
| 3M | +4.1% | -4.5% | +8.5% | +5.4% |
| 6M | +14.4% | -6.1% | +20.5% | +15.9% |
| YTD | +17.5% | -2.0% | +19.5% | +16.3% |
| 1Y | +27.5% | +4.2% | +23.3% | +23.3% |
| 3Y | +71.6% | +14.4% | +57.2% | +55.7% |
| 5Y | +100.6% | +12.3% | +88.3% | +79.5% |
| 10Y | +243.0% | +101.8% | +141.2% | +120.7% |
| All | +243.0% | +115.3% | +127.6% | +120.7% |
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