+140.3%
CNI vs TXT
+89.4%
+50.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +6.1% | +13.3% | -7.2% | +1.1% |
| 3M | +0.1% | -5.0% | +5.1% | +1.5% |
| 6M | +14.9% | -8.4% | +23.3% | +17.5% |
| YTD | +30.9% | -4.0% | +34.9% | +31.2% |
| 1Y | +33.9% | +2.8% | +31.1% | +30.8% |
| 3Y | +20.2% | +10.3% | +9.9% | +12.4% |
| 5Y | +8.2% | +9.2% | -1.0% | -0.2% |
| All | +140.3% | +89.4% | +50.9% | +68.0% |
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 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