+139.8%
CNP vs TXT
+115.3%
+24.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.4% |
| 7D | -4.3% | -3.5% | -0.8% | -3.2% |
| 30D | +5.7% | +15.2% | -9.4% | +0.7% |
| 3M | +0.9% | -4.5% | +5.4% | +2.1% |
| 6M | -1.1% | -6.1% | +5.1% | +0.3% |
| YTD | +8.3% | -2.0% | +10.2% | +7.4% |
| 1Y | +5.9% | +4.2% | +1.7% | +2.8% |
| 3Y | +64.6% | +14.4% | +50.2% | +50.1% |
| 5Y | +74.6% | +12.3% | +62.3% | +56.0% |
| 10Y | +139.8% | +101.8% | +38.0% | +48.2% |
| All | +139.8% | +115.3% | +24.5% | +48.2% |
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