+316.4%
CFG vs TXT
+135.4%
+181.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.4% |
| 7D | -0.9% | -2.5% | +1.6% | +0.8% |
| 30D | +1.1% | +14.4% | -13.3% | -8.6% |
| 3M | -12.0% | -4.9% | -7.1% | -9.7% |
| 6M | -2.2% | -10.2% | +8.0% | +3.4% |
| YTD | +11.4% | -4.1% | +15.5% | +11.3% |
| 1Y | +27.8% | +4.0% | +23.9% | +20.6% |
| 3Y | +173.3% | +8.0% | +165.4% | +146.9% |
| 5Y | +62.4% | +8.4% | +54.0% | +44.1% |
| 10Y | +249.6% | +116.6% | +133.0% | +83.7% |
| All | +316.4% | +135.4% | +181.0% | +115.1% |
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