-34.0%
CCL vs TXT
+89.4%
-123.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +13.1% | +13.3% | -0.2% | -0.4% |
| 3M | +3.4% | -5.0% | +8.3% | +7.4% |
| 6M | +18.7% | -8.4% | +27.1% | +26.3% |
| YTD | -2.3% | -4.0% | +1.7% | -1.7% |
| 1Y | +14.2% | +2.8% | +11.4% | +7.7% |
| 3Y | +133.6% | +10.3% | +123.3% | +99.0% |
| 5Y | +33.5% | +9.2% | +24.3% | +17.8% |
| All | -34.0% | +89.4% | -123.5% | -65.5% |
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 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