-54.3%
CPNG vs TXT
-1.4%
-52.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -11.1% | -10.2% | -0.9% | -8.8% |
| 3M | -3.0% | -13.3% | +10.3% | +0.4% |
| 6M | -23.5% | -14.4% | -9.2% | -21.0% |
| YTD | -37.8% | -9.1% | -28.7% | -36.0% |
| 1Y | -54.3% | -2.2% | -52.2% | -54.0% |
| All | -54.3% | -1.4% | -52.9% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling