+244.3%
CRL vs TXT
+98.4%
+145.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | +5.0% | -11.1% | +16.0% | +10.2% |
| 3M | +50.6% | -13.0% | +63.6% | +58.8% |
| 6M | +60.9% | -16.2% | +77.1% | +71.9% |
| YTD | +40.7% | -8.7% | +49.5% | +43.9% |
| 1Y | +73.3% | -3.8% | +77.1% | +73.1% |
| 3Y | +40.6% | +5.5% | +35.0% | +35.4% |
| 5Y | -37.0% | +12.3% | -49.3% | -41.7% |
| 10Y | +244.3% | +97.4% | +146.9% | +126.1% |
| All | +244.3% | +98.4% | +145.9% | +126.1% |
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