+164.4%
CMI vs TXT
+10.7%
+153.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -12.8% | -10.2% | -2.6% | -7.6% |
| 3M | -12.4% | -13.3% | +0.8% | -5.8% |
| 6M | -0.9% | -14.4% | +13.5% | +7.4% |
| YTD | +8.9% | -9.1% | +18.0% | +13.6% |
| 1Y | +37.7% | -2.2% | +39.9% | +37.8% |
| 3Y | +148.9% | +5.1% | +143.8% | +132.7% |
| 5Y | +164.4% | +12.8% | +151.6% | +128.0% |
| All | +164.4% | +10.7% | +153.7% | +128.0% |
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