+101.0%
CB vs TXT
+10.4%
+90.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | -4.8% | +5.3% | +1.9% |
| 30D | -3.1% | -10.6% | +7.5% | 0.0% |
| 3M | +9.0% | -13.2% | +22.1% | +13.0% |
| 6M | +2.9% | -20.3% | +23.2% | +9.3% |
| YTD | +10.1% | -9.3% | +19.4% | +11.9% |
| 1Y | +22.8% | -2.7% | +25.5% | +21.6% |
| 3Y | +73.8% | +1.4% | +72.4% | +64.7% |
| All | +101.0% | +10.4% | +90.6% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling