+94.1%
CRH vs TXT
+14.1%
+80.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.4% |
| 7D | -6.1% | +2.5% | -8.5% | -7.4% |
| 30D | -9.3% | -8.9% | -0.4% | -4.2% |
| 3M | -15.2% | -13.6% | -1.6% | -8.1% |
| 6M | -14.2% | -13.1% | -1.1% | -7.2% |
| YTD | -28.3% | -7.0% | -21.2% | -26.0% |
| 1Y | -21.8% | -1.4% | -20.4% | -22.3% |
| 3Y | +71.6% | +7.0% | +64.7% | +57.1% |
| All | +94.1% | +14.1% | +80.0% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling