-5.7%
CMG vs TXT
+13.4%
-19.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.7% |
| 7D | -6.5% | +0.8% | -7.3% | -6.8% |
| 30D | +12.1% | -10.4% | +22.5% | +16.8% |
| 3M | +20.6% | -14.3% | +34.9% | +27.2% |
| 6M | +2.1% | -15.1% | +17.2% | +7.9% |
| YTD | -2.6% | -8.3% | +5.7% | -0.6% |
| 1Y | -8.7% | -0.7% | -8.0% | -9.8% |
| 3Y | -7.4% | +6.0% | -13.4% | -13.7% |
| 5Y | -5.7% | +12.5% | -18.2% | -16.7% |
| All | -5.7% | +13.4% | -19.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling