+60.4%
CFG vs TXT
+8.5%
+51.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.1% | +13.3% | -8.2% | -3.8% |
| 3M | -11.2% | -5.0% | -6.3% | -8.9% |
| 6M | +9.6% | -8.4% | +18.0% | +14.2% |
| YTD | +15.0% | -4.0% | +18.9% | +14.6% |
| 1Y | +29.9% | +2.8% | +27.1% | +23.2% |
| 3Y | +192.1% | +10.3% | +181.8% | +156.5% |
| All | +60.4% | +8.5% | +51.8% | +40.6% |
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