+149.5%
CNH vs TXT
+98.4%
+51.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.9% |
| 7D | +8.8% | -0.2% | +9.0% | +8.9% |
| 30D | +24.7% | -11.1% | +35.7% | +33.9% |
| 3M | +27.3% | -13.0% | +40.3% | +38.1% |
| 6M | +23.2% | -16.2% | +39.4% | +37.4% |
| YTD | +48.9% | -8.7% | +57.6% | +57.0% |
| 1Y | +19.4% | -3.8% | +23.2% | +21.1% |
| 3Y | +7.8% | +5.5% | +2.2% | +1.3% |
| 5Y | +8.7% | +12.3% | -3.6% | -3.4% |
| 10Y | +149.5% | +97.4% | +52.1% | +47.9% |
| All | +149.5% | +98.4% | +51.1% | +47.9% |
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