-63.2%
CSGP vs TXT
+7.8%
-71.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -3.9% |
| 7D | +1.3% | -2.5% | +3.8% | +2.3% |
| 30D | +10.7% | +14.4% | -3.7% | +4.7% |
| 3M | +3.3% | -4.9% | +8.2% | +5.0% |
| 6M | -10.3% | -10.2% | -0.1% | -7.5% |
| YTD | -54.6% | -4.1% | -50.5% | -55.0% |
| 1Y | -54.6% | +4.0% | -58.6% | -56.9% |
| 3Y | -60.3% | +8.0% | -68.3% | -64.1% |
| All | -63.2% | +7.8% | -71.0% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling