+73.4%
CNP vs TXT
+8.5%
+64.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +3.8% | +13.3% | -9.5% | +1.3% |
| 3M | +2.4% | -5.0% | +7.3% | +3.2% |
| 6M | -1.2% | -8.4% | +7.2% | +0.1% |
| YTD | +9.3% | -4.0% | +13.2% | +9.2% |
| 1Y | +6.4% | +2.8% | +3.6% | +4.9% |
| 3Y | +66.4% | +10.3% | +56.1% | +57.7% |
| All | +73.4% | +8.5% | +64.8% | +61.2% |
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 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