+503.2%
CMI vs TXT
+107.7%
+395.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.1% |
| 7D | -0.7% | +2.5% | -3.2% | -1.9% |
| 30D | -12.4% | -8.9% | -3.5% | -8.5% |
| 3M | -14.8% | -13.6% | -1.2% | -9.0% |
| 6M | +0.8% | -13.1% | +13.9% | +7.5% |
| YTD | +10.2% | -7.0% | +17.2% | +13.3% |
| 1Y | +37.4% | -1.4% | +38.8% | +37.3% |
| 3Y | +153.3% | +7.0% | +146.3% | +139.7% |
| 5Y | +167.6% | +15.4% | +152.2% | +140.5% |
| All | +503.2% | +107.7% | +395.5% | +283.5% |
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