+1,860.4%
CNP vs TXT
+2,193.3%
-332.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | -4.2% | -2.5% | -1.7% | -3.7% |
| 30D | +5.5% | +14.4% | -8.9% | +2.2% |
| 3M | +0.6% | -4.9% | +5.5% | +1.5% |
| 6M | -2.8% | -10.2% | +7.4% | -0.9% |
| YTD | +7.9% | -4.1% | +12.0% | +7.9% |
| 1Y | +6.7% | +4.0% | +2.7% | +4.7% |
| 3Y | +61.1% | +8.0% | +53.2% | +54.5% |
| 5Y | +73.0% | +8.4% | +64.5% | +63.4% |
| 10Y | +141.9% | +116.6% | +25.3% | +87.7% |
| All | +1,860.4% | +2,193.3% | -332.9% | +735.6% |
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