+7,262.2%
CB vs TXT
+1,046.1%
+6,216.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | +2.6% | -2.5% | +5.1% | +3.4% |
| 30D | +11.2% | +12.8% | -1.6% | +6.9% |
| 3M | +5.7% | -3.6% | +9.4% | +6.6% |
| 6M | +15.9% | -6.9% | +22.9% | +17.5% |
| YTD | +20.2% | -2.2% | +22.3% | +19.4% |
| 1Y | +32.4% | +6.3% | +26.1% | +28.1% |
| 3Y | +75.5% | +10.3% | +65.2% | +64.8% |
| 5Y | +105.5% | +10.6% | +94.9% | +90.2% |
| 10Y | +258.5% | +121.0% | +137.5% | +153.8% |
| All | +7,262.2% | +1,046.1% | +6,216.0% | +2,763.7% |
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 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