+35.4%
CVS vs TXT
-1.0%
+36.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.0% | -4.8% | +8.7% | +4.5% |
| 30D | -2.4% | -10.6% | +8.2% | -1.2% |
| 3M | +2.7% | -13.2% | +15.8% | +3.9% |
| 6M | +21.9% | -20.3% | +42.2% | +24.0% |
| YTD | +24.7% | -9.3% | +34.0% | +25.6% |
| 1Y | +35.4% | -2.7% | +38.1% | +37.1% |
| All | +35.4% | -1.0% | +36.4% | +37.1% |
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