+16,075.0%
CMI vs TXT
+2,259.2%
+13,815.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.8% |
| 3M | -26.5% | -2.5% | -24.0% | -26.2% |
| 6M | -33.6% | -6.2% | -27.4% | -32.3% |
| YTD | -8.3% | -1.3% | -7.0% | -8.9% |
| 1Y | -1.3% | +4.3% | -5.6% | -4.5% |
| 3Y | +124.8% | +13.2% | +111.5% | +106.7% |
| 5Y | +119.9% | +12.4% | +107.5% | +99.7% |
| 10Y | +335.9% | +94.8% | +241.1% | +178.6% |
| All | +16,075.0% | +2,259.2% | +13,815.8% | +3,746.0% |
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 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