-54.6%
CSGP vs TXT
+4.1%
-58.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.6% |
| 7D | +1.3% | -2.5% | +3.8% | +1.4% |
| 30D | +10.7% | +14.4% | -3.7% | +10.5% |
| 3M | +3.3% | -4.9% | +8.2% | +2.4% |
| 6M | -10.3% | -10.2% | -0.1% | -11.5% |
| YTD | -54.6% | -4.1% | -50.5% | -55.7% |
| 1Y | -54.6% | +4.0% | -58.6% | -58.3% |
| All | -54.6% | +4.1% | -58.8% | -58.3% |
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 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