+221.2%
CP vs TXT
+97.6%
+123.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.7% | -4.8% | +2.1% | -0.7% |
| 30D | +0.2% | -10.6% | +10.8% | +4.8% |
| 3M | +2.6% | -13.2% | +15.7% | +8.1% |
| 6M | +6.0% | -20.3% | +26.3% | +15.4% |
| YTD | +24.9% | -9.3% | +34.2% | +28.7% |
| 1Y | +20.1% | -2.7% | +22.8% | +20.0% |
| 3Y | +16.4% | +1.4% | +15.0% | +12.2% |
| 5Y | +31.7% | +9.6% | +22.2% | +20.8% |
| All | +221.2% | +97.6% | +123.6% | +125.5% |
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