+35.1%
CLS vs TXT
-2.3%
+37.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | +12.8% | -0.2% | +13.0% | +12.9% |
| 30D | +3.8% | -11.1% | +14.9% | +7.4% |
| 3M | -14.6% | -13.0% | -1.6% | -12.2% |
| 6M | +32.2% | -16.2% | +48.4% | +34.3% |
| YTD | +11.6% | -8.7% | +20.3% | +12.1% |
| 1Y | +35.1% | -3.8% | +38.8% | +33.7% |
| All | +35.1% | -2.3% | +37.3% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling