+732.7%
CLS vs TXT
+7.8%
+724.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -22.2% | -2.5% | -19.6% | -21.4% |
| 30D | -44.4% | +14.4% | -58.8% | -47.9% |
| 3M | -34.3% | -4.9% | -29.4% | -32.9% |
| 6M | -50.1% | -10.2% | -39.8% | -48.0% |
| YTD | -30.1% | -4.1% | -26.0% | -30.5% |
| 1Y | -39.3% | +4.0% | -43.3% | -42.1% |
| 3Y | +732.7% | +8.0% | +724.8% | +637.7% |
| All | +732.7% | +7.8% | +724.9% | +637.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling