+1,211.4%
CRL vs TXT
+267.8%
+943.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.0% | -4.8% | +3.8% | +0.3% |
| 30D | +10.7% | -10.6% | +21.3% | +13.9% |
| 3M | +55.3% | -13.2% | +68.5% | +60.7% |
| 6M | +60.7% | -20.3% | +81.0% | +69.8% |
| YTD | +44.6% | -9.3% | +53.9% | +47.2% |
| 1Y | +77.7% | -2.7% | +80.4% | +77.6% |
| 3Y | +37.6% | +1.4% | +36.3% | +36.8% |
| 5Y | -35.8% | +9.6% | -45.4% | -37.8% |
| 10Y | +241.7% | +94.9% | +146.8% | +174.9% |
| All | +1,211.4% | +267.8% | +943.6% | +647.9% |
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