+66.0%
CCI vs TXT
+100.9%
-34.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.4% |
| 7D | +3.2% | -1.1% | +4.3% | +3.4% |
| 30D | +12.2% | +17.1% | -4.9% | +8.3% |
| 3M | +23.1% | -2.6% | +25.8% | +23.5% |
| 6M | +1.3% | -4.6% | +5.8% | +1.6% |
| YTD | +4.5% | -0.3% | +4.8% | +3.6% |
| 1Y | +2.3% | +5.9% | -3.6% | 0.0% |
| 3Y | +9.8% | +14.4% | -4.6% | +3.6% |
| 5Y | -36.5% | +15.9% | -52.4% | -41.0% |
| All | +66.0% | +100.9% | -34.9% | +26.8% |
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 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