+68.0%
CNH vs TXT
+193.4%
-125.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | +23.3% | -4.8% | +28.1% | +26.8% |
| 30D | +33.5% | -10.6% | +44.1% | +42.4% |
| 3M | +32.7% | -13.2% | +45.9% | +43.7% |
| 6M | +22.2% | -20.3% | +42.5% | +40.0% |
| YTD | +57.7% | -9.3% | +66.9% | +66.5% |
| 1Y | +28.0% | -2.7% | +30.7% | +29.0% |
| 3Y | +11.5% | +1.4% | +10.2% | +8.0% |
| 5Y | +11.9% | +9.6% | +2.3% | +2.0% |
| 10Y | +162.8% | +94.9% | +67.9% | +61.7% |
| All | +68.0% | +193.4% | -125.4% | -13.1% |
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