-39.3%
CPB vs TXT
+10.4%
-49.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -8.6% | -4.8% | -3.8% | -8.0% |
| 30D | -7.2% | -10.6% | +3.4% | -5.9% |
| 3M | +0.9% | -13.2% | +14.1% | +2.5% |
| 6M | -11.8% | -20.3% | +8.5% | -9.4% |
| YTD | -19.4% | -9.3% | -10.2% | -18.8% |
| 1Y | -30.4% | -2.7% | -27.7% | -30.6% |
| 3Y | -40.2% | +1.4% | -41.5% | -41.3% |
| All | -39.3% | +10.4% | -49.7% | -42.0% |
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