+4.4%
TXT vs CAI
-11.0%
+15.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | +0.8% | -3.1% | +3.9% | +1.0% |
| 30D | -10.4% | +2.7% | -13.1% | -10.7% |
| 3M | -14.3% | +41.7% | -56.0% | -16.3% |
| 6M | -15.1% | +26.5% | -41.6% | -17.0% |
| YTD | -8.3% | -10.9% | +2.6% | -9.4% |
| 1Y | -0.7% | -29.2% | +28.5% | -0.4% |
| All | +4.4% | -11.0% | +15.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling