+19.4%
CNH vs TXT
-2.3%
+21.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +34.0% |
| 3M | +27.3% | -13.0% | +40.3% | +37.6% |
| 6M | +23.2% | -16.2% | +39.4% | +35.4% |
| YTD | +48.9% | -8.7% | +57.6% | +57.5% |
| 1Y | +19.4% | -3.8% | +23.2% | +22.2% |
| All | +19.4% | -2.3% | +21.7% | +22.2% |
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