+231.7%
CTVA vs TXT
+67.1%
+164.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +4.9% | -4.8% | +9.7% | +7.1% |
| 30D | +11.9% | -10.6% | +22.5% | +17.4% |
| 3M | +13.7% | -13.2% | +26.8% | +20.2% |
| 6M | +13.1% | -20.3% | +33.5% | +23.8% |
| YTD | +32.0% | -9.3% | +41.2% | +35.4% |
| 1Y | +22.1% | -2.7% | +24.8% | +20.8% |
| 3Y | +77.5% | +1.4% | +76.1% | +68.9% |
| 5Y | +106.3% | +9.6% | +96.7% | +84.3% |
| All | +231.7% | +67.1% | +164.6% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling