-43.4%
CCL vs TXT
+103.1%
-146.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.1% |
| 30D | -19.0% | -10.2% | -8.8% | -10.4% |
| 3M | -13.1% | -13.3% | +0.2% | -1.9% |
| 6M | -13.3% | -14.4% | +1.1% | -0.6% |
| YTD | -25.2% | -9.1% | -16.1% | -20.0% |
| 1Y | -27.2% | -2.2% | -25.0% | -27.5% |
| 3Y | +49.2% | +5.1% | +44.2% | +34.0% |
| 5Y | +0.4% | +12.8% | -12.5% | -13.3% |
| All | -43.4% | +103.1% | -146.4% | -70.4% |
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