+6,046.1%
CRH vs TXT
+2,123.6%
+3,922.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.2% |
| 7D | -6.1% | +2.5% | -8.5% | -6.8% |
| 30D | -9.3% | -8.9% | -0.4% | -6.5% |
| 3M | -15.2% | -13.6% | -1.6% | -11.2% |
| 6M | -14.2% | -13.1% | -1.1% | -10.2% |
| YTD | -28.3% | -7.0% | -21.2% | -26.7% |
| 1Y | -21.8% | -1.4% | -20.4% | -21.7% |
| 3Y | +71.6% | +7.0% | +64.7% | +66.5% |
| 5Y | +96.6% | +15.4% | +81.2% | +85.8% |
| 10Y | +253.8% | +106.1% | +147.8% | +168.9% |
| All | +6,046.1% | +2,123.6% | +3,922.5% | +4,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling