+381.4%
CPB vs TXT
+2,193.3%
-1,811.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | +8.0% | -2.5% | +10.5% | +8.4% |
| 30D | +22.4% | +14.4% | +8.0% | +20.1% |
| 3M | +2.5% | -4.9% | +7.5% | +3.1% |
| 6M | +12.2% | -10.2% | +22.4% | +13.5% |
| YTD | -12.8% | -4.1% | -8.7% | -12.8% |
| 1Y | -19.2% | +4.0% | -23.1% | -20.0% |
| 3Y | -35.6% | +8.0% | -43.5% | -37.0% |
| 5Y | -31.4% | +8.4% | -39.9% | -33.7% |
| 10Y | -37.9% | +116.6% | -154.6% | -48.3% |
| All | +381.4% | +2,193.3% | -1,811.9% | +80.5% |
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