+7,604.2%
CP vs TXT
+2,193.3%
+5,410.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | +2.8% | -2.5% | +5.3% | +3.6% |
| 30D | +10.2% | +14.4% | -4.2% | +5.0% |
| 3M | +2.4% | -4.9% | +7.3% | +3.6% |
| 6M | +7.7% | -10.2% | +17.9% | +10.7% |
| YTD | +26.0% | -4.1% | +30.1% | +26.3% |
| 1Y | +34.6% | +4.0% | +30.7% | +31.4% |
| 3Y | +26.7% | +8.0% | +18.7% | +20.5% |
| 5Y | +24.9% | +8.4% | +16.5% | +17.3% |
| 10Y | +258.6% | +116.6% | +142.0% | +152.2% |
| All | +7,604.2% | +2,193.3% | +5,410.9% | +2,489.4% |
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