-40.3%
CPB vs TXT
+89.4%
-129.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +19.2% | +13.3% | +5.9% | +17.9% |
| 3M | -0.9% | -5.0% | +4.0% | -0.6% |
| 6M | +15.2% | -8.4% | +23.7% | +15.8% |
| YTD | -13.1% | -4.0% | -9.1% | -13.1% |
| 1Y | -22.4% | +2.8% | -25.2% | -22.9% |
| 3Y | -35.3% | +10.3% | -45.6% | -36.3% |
| 5Y | -33.0% | +9.2% | -42.1% | -34.4% |
| All | -40.3% | +89.4% | -129.7% | -47.4% |
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 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