-12.1%
CRL vs TXT
+8.5%
-20.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +11.9% | +13.3% | -1.4% | +3.6% |
| 3M | +20.2% | -5.0% | +25.1% | +22.6% |
| 6M | +107.5% | -8.4% | +116.0% | +114.0% |
| YTD | +69.4% | -4.0% | +73.4% | +66.8% |
| 1Y | +99.7% | +2.8% | +96.9% | +88.2% |
| 3Y | +98.8% | +10.3% | +88.5% | +77.6% |
| All | -12.1% | +8.5% | -20.7% | -25.4% |
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