+4,872.3%
CNC vs TXT
+436.5%
+4,435.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +1.6% | +13.3% | -11.8% | -2.1% |
| 3M | +7.9% | -5.0% | +12.9% | +9.1% |
| 6M | +21.2% | -8.4% | +29.6% | +23.2% |
| YTD | +73.2% | -4.0% | +77.2% | +73.0% |
| 1Y | +97.5% | +2.8% | +94.7% | +93.6% |
| 3Y | -1.2% | +10.3% | -11.5% | -6.7% |
| 5Y | -6.1% | +9.2% | -15.2% | -12.4% |
| 10Y | +181.3% | +89.6% | +91.7% | +110.7% |
| All | +4,872.3% | +436.5% | +4,435.8% | +2,207.4% |
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