+1,812.7%
CNP vs TXT
+2,070.1%
-257.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | -4.8% | +5.9% | +2.2% |
| 30D | -1.8% | -10.6% | +8.8% | +0.6% |
| 3M | -4.6% | -13.2% | +8.5% | -1.8% |
| 6M | -8.8% | -20.3% | +11.5% | -4.5% |
| YTD | +5.2% | -9.3% | +14.5% | +6.8% |
| 1Y | +8.3% | -2.7% | +11.0% | +8.0% |
| 3Y | +54.9% | +1.4% | +53.5% | +50.9% |
| 5Y | +73.5% | +9.6% | +63.9% | +63.7% |
| 10Y | +139.1% | +94.9% | +44.2% | +90.0% |
| All | +1,812.7% | +2,070.1% | -257.4% | +727.0% |
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 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