+415.5%
CNQ vs TXT
+107.7%
+307.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.8% |
| 7D | +0.1% | +2.5% | -2.3% | -1.2% |
| 30D | +6.2% | -8.9% | +15.1% | +11.3% |
| 3M | +12.4% | -13.6% | +25.9% | +20.1% |
| 6M | +9.0% | -13.1% | +22.1% | +14.9% |
| YTD | +52.2% | -7.0% | +59.2% | +53.4% |
| 1Y | +65.0% | -1.4% | +66.4% | +60.1% |
| 3Y | +78.8% | +7.0% | +71.9% | +60.0% |
| 5Y | +286.0% | +15.4% | +270.6% | +218.8% |
| All | +415.5% | +107.7% | +307.8% | +205.3% |
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