+92.2%
CNC vs TXT
+103.1%
-10.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -3.9% | -0.2% | -3.6% | -3.8% |
| 30D | +0.8% | -10.2% | +11.0% | +4.1% |
| 3M | +0.1% | -13.3% | +13.4% | +4.0% |
| 6M | +79.7% | -14.4% | +94.0% | +86.8% |
| YTD | +58.9% | -9.1% | +68.0% | +61.8% |
| 1Y | +109.1% | -2.2% | +111.3% | +108.2% |
| 3Y | 0.0% | +5.1% | -5.1% | -4.9% |
| 5Y | +9.5% | +12.8% | -3.3% | -0.2% |
| All | +92.2% | +103.1% | -10.8% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling