+19.6%
CCI vs TXT
+103.1%
-83.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +0.3% | -10.2% | +10.5% | +2.5% |
| 3M | -20.0% | -13.3% | -6.7% | -17.9% |
| 6M | -14.5% | -14.4% | -0.2% | -12.2% |
| YTD | -14.9% | -9.1% | -5.8% | -13.8% |
| 1Y | -17.7% | -2.2% | -15.5% | -18.1% |
| 3Y | -12.4% | +5.1% | -17.4% | -15.5% |
| 5Y | -50.1% | +12.8% | -62.9% | -53.3% |
| All | +19.6% | +103.1% | -83.5% | -6.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling