+74.4%
CNP vs TXT
+10.4%
+64.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | -4.8% | +5.9% | +2.0% |
| 30D | -1.8% | -10.6% | +8.8% | +0.2% |
| 3M | -4.6% | -13.2% | +8.5% | -2.3% |
| 6M | -8.8% | -20.3% | +11.5% | -5.2% |
| YTD | +5.2% | -9.3% | +14.5% | +6.5% |
| 1Y | +8.3% | -2.7% | +11.0% | +7.9% |
| 3Y | +54.9% | +1.4% | +53.5% | +49.8% |
| All | +74.4% | +10.4% | +64.1% | +60.0% |
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 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