+345.0%
CPB vs TXT
+2,070.1%
-1,725.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 6M | -11.8% | -20.3% | +8.5% | -9.3% |
| YTD | -19.4% | -9.3% | -10.2% | -18.7% |
| 1Y | -30.4% | -2.7% | -27.7% | -30.5% |
| 3Y | -40.2% | +1.4% | -41.5% | -41.0% |
| 5Y | -39.5% | +9.6% | -49.1% | -41.6% |
| 10Y | -47.4% | +94.9% | -142.3% | -55.5% |
| All | +345.0% | +2,070.1% | -1,725.1% | +68.2% |
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