+321.2%
CMG vs TXT
+103.1%
+218.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +12.9% | -10.2% | +23.1% | +16.2% |
| 3M | +18.8% | -13.3% | +32.0% | +23.0% |
| 6M | +4.1% | -14.4% | +18.4% | +8.1% |
| YTD | -2.4% | -9.1% | +6.8% | -0.5% |
| 1Y | -6.7% | -2.2% | -4.5% | -6.8% |
| 3Y | -7.1% | +5.1% | -12.2% | -10.1% |
| 5Y | -5.0% | +12.8% | -17.8% | -10.8% |
| All | +321.2% | +103.1% | +218.1% | +234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling