+208.5%
CFG vs TXT
+89.4%
+119.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.1% | +13.3% | -8.2% | -4.8% |
| 3M | -11.2% | -5.0% | -6.3% | -8.8% |
| 6M | +9.6% | -8.4% | +18.0% | +14.4% |
| YTD | +15.0% | -4.0% | +18.9% | +14.6% |
| 1Y | +29.9% | +2.8% | +27.1% | +22.9% |
| 3Y | +192.1% | +10.3% | +181.8% | +156.8% |
| 5Y | +62.3% | +9.2% | +53.1% | +41.3% |
| All | +208.5% | +89.4% | +119.1% | +56.2% |
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