-5.2%
CMG vs TXT
+5.0%
-10.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +12.7% | -11.1% | +23.8% | +17.1% |
| 3M | +26.3% | -13.0% | +39.3% | +31.5% |
| 6M | +4.5% | -16.2% | +20.7% | +10.1% |
| YTD | -0.1% | -8.7% | +8.6% | +1.7% |
| 1Y | -6.8% | -3.8% | -3.0% | -6.9% |
| All | -5.2% | +5.0% | -10.2% | -10.3% |
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