+26.8%
CP vs TXT
+10.3%
+16.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.6% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +10.3% | +13.3% | -2.9% | +4.3% |
| 3M | +2.3% | -5.1% | +7.4% | +4.0% |
| 6M | +10.7% | -7.1% | +17.8% | +13.0% |
| YTD | +29.3% | -3.2% | +32.5% | +29.0% |
| 1Y | +31.5% | +2.3% | +29.1% | +28.0% |
| 3Y | +36.7% | +11.1% | +25.6% | +24.6% |
| 5Y | +26.8% | +10.0% | +16.8% | +14.0% |
| All | +26.8% | +10.3% | +16.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling