+250.9%
CP vs TXT
+112.2%
+138.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.9% |
| 7D | +2.8% | -2.5% | +5.3% | +3.8% |
| 30D | +10.2% | +14.4% | -4.2% | +3.9% |
| 3M | +2.4% | -4.9% | +7.3% | +3.9% |
| 6M | +7.7% | -10.2% | +17.9% | +11.3% |
| YTD | +26.0% | -4.1% | +30.1% | +26.3% |
| 1Y | +34.6% | +4.0% | +30.7% | +30.5% |
| 3Y | +26.7% | +8.0% | +18.7% | +18.5% |
| 5Y | +24.9% | +8.4% | +16.5% | +14.4% |
| All | +250.9% | +112.2% | +138.8% | +136.1% |
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