-50.8%
CCI vs TXT
+12.6%
-63.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +0.5% | -11.1% | +11.6% | +3.0% |
| 3M | -16.3% | -13.0% | -3.3% | -14.1% |
| 6M | -13.9% | -16.2% | +2.3% | -11.1% |
| YTD | -12.4% | -8.7% | -3.7% | -11.5% |
| 1Y | -15.2% | -3.8% | -11.4% | -15.5% |
| 3Y | -9.9% | +5.5% | -15.4% | -14.8% |
| 5Y | -50.8% | +12.3% | -63.1% | -55.5% |
| All | -50.8% | +12.6% | -63.4% | -55.5% |
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