+6,476.9%
CNI vs TXT
+360.2%
+6,116.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -2.1% | -4.8% | +2.7% | -0.6% |
| 30D | -3.3% | -10.6% | +7.3% | 0.0% |
| 3M | +3.8% | -13.2% | +17.0% | +7.9% |
| 6M | +12.7% | -20.3% | +33.0% | +20.1% |
| YTD | +26.3% | -9.3% | +35.5% | +29.2% |
| 1Y | +29.9% | -2.7% | +32.6% | +29.9% |
| 3Y | +15.9% | +1.4% | +14.6% | +13.1% |
| 5Y | +6.9% | +9.6% | -2.6% | +0.8% |
| 10Y | +126.8% | +94.9% | +31.9% | +68.9% |
| All | +6,476.9% | +360.2% | +6,116.6% | +2,770.5% |
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