+41.0%
CVS vs TXT
+103.1%
-62.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +1.9% | -10.2% | +12.1% | +5.2% |
| 3M | -2.2% | -13.3% | +11.1% | +1.7% |
| 6M | +26.7% | -14.4% | +41.1% | +31.9% |
| YTD | +22.9% | -9.1% | +32.0% | +25.1% |
| 1Y | +32.9% | -2.2% | +35.1% | +32.1% |
| 3Y | +62.3% | +5.1% | +57.2% | +55.2% |
| 5Y | +34.2% | +12.8% | +21.4% | +22.9% |
| All | +41.0% | +103.1% | -62.1% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling