+15,688.1%
CMI vs TXT
+2,196.3%
+13,491.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | -14.0% | +13.3% | -27.4% | -19.4% |
| 3M | -28.1% | -5.0% | -23.2% | -26.9% |
| 6M | -35.8% | -8.4% | -27.4% | -33.8% |
| YTD | -10.5% | -4.0% | -6.5% | -10.0% |
| 1Y | -1.9% | +2.8% | -4.7% | -4.4% |
| 3Y | +121.0% | +10.3% | +110.7% | +105.8% |
| 5Y | +114.6% | +9.2% | +105.4% | +97.6% |
| 10Y | +325.5% | +89.6% | +235.9% | +175.4% |
| All | +15,688.1% | +2,196.3% | +13,491.8% | +3,701.8% |
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 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