+362.4%
CFG vs TXT
+122.8%
+239.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.5% | -4.8% | +6.3% | +5.0% |
| 30D | -3.8% | -10.6% | +6.8% | +3.8% |
| 3M | +11.5% | -13.2% | +24.7% | +21.8% |
| 6M | +19.2% | -20.3% | +39.5% | +37.6% |
| YTD | +23.7% | -9.3% | +33.0% | +29.5% |
| 1Y | +38.8% | -2.7% | +41.5% | +38.0% |
| 3Y | +178.9% | +1.4% | +177.5% | +165.6% |
| 5Y | +101.8% | +9.6% | +92.2% | +79.0% |
| 10Y | +317.3% | +94.9% | +222.4% | +134.4% |
| All | +362.4% | +122.8% | +239.6% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling