+37.2%
CVS vs TXT
-3.0%
+40.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -1.9% | +0.8% | -2.7% | -2.0% |
| 30D | -0.3% | -10.4% | +10.1% | +1.1% |
| 3M | -1.1% | -14.3% | +13.2% | +0.6% |
| 6M | +23.7% | -15.1% | +38.8% | +25.7% |
| YTD | +23.0% | -8.3% | +31.3% | +23.2% |
| 1Y | +37.2% | -0.7% | +37.9% | +34.7% |
| All | +37.2% | -3.0% | +40.2% | +34.7% |
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