-54.5%
CSGP vs TXT
+7.4%
-61.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +13.9% | -2.5% | +16.4% | +13.9% |
| 30D | +16.0% | +12.8% | +3.2% | +15.6% |
| 3M | +6.1% | -3.6% | +9.7% | +5.1% |
| 6M | -8.2% | -6.9% | -1.2% | -9.6% |
| YTD | -52.3% | -2.2% | -50.2% | -53.6% |
| 1Y | -54.5% | +6.3% | -60.8% | -58.4% |
| All | -54.5% | +7.4% | -61.9% | -58.4% |
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