+34.8%
CNH vs TXT
+210.1%
-175.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +3.9% |
| 7D | -1.7% | -2.5% | +0.8% | -0.3% |
| 30D | -7.2% | +14.4% | -21.6% | -15.2% |
| 3M | +6.5% | -4.9% | +11.5% | +8.7% |
| 6M | +7.9% | -10.2% | +18.1% | +13.6% |
| YTD | +26.6% | -4.1% | +30.7% | +28.3% |
| 1Y | +13.8% | +4.0% | +9.8% | +9.6% |
| 3Y | +9.2% | +8.0% | +1.2% | +1.1% |
| 5Y | -15.6% | +8.4% | -24.0% | -23.1% |
| 10Y | +119.2% | +116.6% | +2.6% | +26.5% |
| All | +34.8% | +210.1% | -175.2% | -33.0% |
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