-21.9%
CPNG vs TXT
+5.5%
-27.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -7.6% | +0.8% | -8.4% | -7.8% |
| 30D | -8.8% | -10.4% | +1.6% | -5.8% |
| 3M | -7.2% | -14.3% | +7.1% | -2.8% |
| 6M | -21.5% | -15.1% | -6.4% | -17.8% |
| YTD | -37.4% | -8.3% | -29.1% | -36.2% |
| 1Y | -54.3% | -0.7% | -53.6% | -54.8% |
| All | -21.9% | +5.5% | -27.4% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling