+15.5%
CNI vs TXT
+14.1%
+1.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | 0.0% |
| 7D | -0.4% | +2.5% | -2.8% | -1.3% |
| 30D | -2.7% | -8.9% | +6.2% | +0.7% |
| 3M | +3.9% | -13.6% | +17.5% | +9.3% |
| 6M | +16.4% | -13.1% | +29.5% | +21.8% |
| YTD | +25.8% | -7.0% | +32.8% | +28.0% |
| 1Y | +32.4% | -1.4% | +33.8% | +31.3% |
| 3Y | +19.1% | +7.0% | +12.1% | +11.3% |
| All | +15.5% | +14.1% | +1.4% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling