+27.2%
CB vs TXT
+2.5%
+24.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | +7.4% | +13.3% | -5.9% | +5.9% |
| 3M | +8.6% | -5.1% | +13.7% | +8.7% |
| 6M | +16.1% | -7.1% | +23.3% | +16.3% |
| YTD | +20.2% | -3.2% | +23.4% | +18.3% |
| 1Y | +27.2% | +2.3% | +24.9% | +23.3% |
| All | +27.2% | +2.5% | +24.7% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling