+126.4%
CMI vs TXT
+13.4%
+113.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | -12.2% | +13.4% | -25.6% | -18.2% |
| 3M | -26.5% | -2.5% | -24.0% | -25.7% |
| 6M | -33.6% | -6.2% | -27.4% | -31.7% |
| YTD | -8.3% | -1.3% | -7.0% | -8.8% |
| 1Y | -1.3% | +4.3% | -5.6% | -4.8% |
| All | +126.4% | +13.4% | +113.0% | +103.8% |
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