-45.0%
CPB vs TXT
+98.4%
-143.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -5.6% | -11.1% | +5.5% | -4.7% |
| 3M | +3.0% | -13.0% | +16.0% | +4.1% |
| 6M | -12.7% | -16.2% | +3.5% | -11.5% |
| YTD | -18.0% | -8.7% | -9.3% | -17.6% |
| 1Y | -31.7% | -3.8% | -28.0% | -31.7% |
| 3Y | -41.0% | +5.5% | -46.5% | -41.6% |
| 5Y | -38.4% | +12.3% | -50.7% | -39.7% |
| 10Y | -45.0% | +97.4% | -142.4% | -51.3% |
| All | -45.0% | +98.4% | -143.4% | -51.3% |
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