+134.3%
CNI vs TXT
+107.7%
+26.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.1% |
| 7D | -0.4% | +2.4% | -2.8% | -1.2% |
| 30D | -2.7% | -8.9% | +6.2% | +0.5% |
| 3M | +3.9% | -13.6% | +17.5% | +9.0% |
| 6M | +16.4% | -13.1% | +29.5% | +21.5% |
| YTD | +25.8% | -7.0% | +32.8% | +28.0% |
| 1Y | +32.4% | -1.4% | +33.8% | +31.6% |
| 3Y | +19.1% | +6.9% | +12.1% | +13.0% |
| 5Y | +13.6% | +15.4% | -1.8% | +3.1% |
| All | +134.3% | +107.7% | +26.7% | +70.2% |
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 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