+4,100.0%
CMG vs TXT
+120.5%
+3,979.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | -4.8% | +2.0% | -1.5% |
| 30D | +7.1% | -10.6% | +17.7% | +10.3% |
| 3M | +31.2% | -13.2% | +44.3% | +35.7% |
| 6M | +0.7% | -20.3% | +21.0% | +6.6% |
| YTD | -0.1% | -9.3% | +9.1% | +1.9% |
| 1Y | -10.7% | -2.7% | -8.1% | -10.7% |
| 3Y | -4.7% | +1.4% | -6.1% | -6.7% |
| 5Y | -3.8% | +9.6% | -13.3% | -8.6% |
| 10Y | +352.5% | +94.9% | +257.6% | +241.9% |
| All | +4,100.0% | +120.5% | +3,979.5% | +2,405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling