+139.9%
CNP vs TXT
+100.3%
+39.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.7% | +0.8% | -0.2% | +0.4% |
| 30D | -0.1% | -10.4% | +10.4% | +3.6% |
| 3M | -5.6% | -14.3% | +8.7% | -1.1% |
| 6M | -7.5% | -15.1% | +7.6% | -3.0% |
| YTD | +5.5% | -8.3% | +13.8% | +7.3% |
| 1Y | +8.3% | -0.7% | +9.1% | +7.0% |
| 3Y | +51.8% | +6.0% | +45.8% | +42.3% |
| 5Y | +69.9% | +12.5% | +57.4% | +51.2% |
| 10Y | +139.9% | +103.2% | +36.7% | +42.2% |
| All | +139.9% | +100.3% | +39.7% | +42.2% |
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