+3.4%
CNC vs TXT
+13.4%
-10.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -3.8% | -10.4% | +6.7% | -1.1% |
| 3M | -3.2% | -14.3% | +11.1% | +0.2% |
| 6M | +47.9% | -15.1% | +63.0% | +53.2% |
| YTD | +55.7% | -8.3% | +64.0% | +57.4% |
| 1Y | +106.2% | -0.7% | +107.0% | +104.3% |
| 3Y | -2.1% | +6.0% | -8.0% | -6.9% |
| 5Y | +3.4% | +12.5% | -9.1% | -6.1% |
| All | +3.4% | +13.4% | -10.0% | -6.1% |
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