+17.0%
CNH vs TXT
+2.5%
+14.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.1% |
| 7D | +6.4% | -1.1% | +7.5% | +7.0% |
| 30D | -1.6% | +13.3% | -14.9% | -9.1% |
| 3M | +11.6% | -5.1% | +16.7% | +15.8% |
| 6M | +12.5% | -7.1% | +19.7% | +17.3% |
| YTD | +31.1% | -3.2% | +34.3% | +31.5% |
| 1Y | +17.0% | +2.3% | +14.7% | +9.3% |
| All | +17.0% | +2.5% | +14.5% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling