+381.9%
CPB vs TXT
+2,244.6%
-1,862.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | +3.3% | -3.5% | +6.8% | +3.7% |
| 30D | +19.0% | +15.2% | +3.8% | +16.6% |
| 3M | +0.4% | -4.5% | +4.9% | +0.9% |
| 6M | +13.0% | -6.1% | +19.1% | +13.6% |
| YTD | -12.7% | -2.0% | -10.8% | -12.9% |
| 1Y | -20.9% | +4.2% | -25.1% | -21.7% |
| 3Y | -35.4% | +14.4% | -49.8% | -37.3% |
| 5Y | -32.3% | +12.3% | -44.6% | -34.9% |
| 10Y | -40.5% | +101.8% | -142.4% | -49.9% |
| All | +381.9% | +2,244.6% | -1,862.8% | +80.1% |
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