+19,506.8%
CMI vs TXT
+2,083.0%
+17,423.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -12.5% | -11.1% | -1.5% | -7.6% |
| 3M | -16.2% | -13.0% | -3.2% | -10.8% |
| 6M | +4.9% | -16.2% | +21.1% | +13.7% |
| YTD | +11.1% | -8.7% | +19.9% | +15.3% |
| 1Y | +43.4% | -3.8% | +47.2% | +44.9% |
| 3Y | +154.1% | +5.5% | +148.5% | +142.7% |
| 5Y | +169.5% | +12.3% | +157.2% | +146.3% |
| 10Y | +503.8% | +97.4% | +406.4% | +285.8% |
| All | +19,506.8% | +2,083.0% | +17,423.9% | +4,767.0% |
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