+1,434.2%
CRL vs TXT
+288.7%
+1,145.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.0% | +9.8% | +8.4% |
| 7D | -6.1% | -2.5% | -3.6% | -5.5% |
| 30D | +12.4% | +14.4% | -2.0% | +8.1% |
| 3M | +27.1% | -4.9% | +32.0% | +28.3% |
| 6M | +85.7% | -10.2% | +95.9% | +89.6% |
| YTD | +69.2% | -4.1% | +73.3% | +69.0% |
| 1Y | +97.5% | +4.0% | +93.6% | +93.2% |
| 3Y | +86.1% | +8.0% | +78.1% | +81.2% |
| 5Y | -10.0% | +8.4% | -18.5% | -13.0% |
| 10Y | +395.0% | +116.6% | +278.4% | +286.8% |
| All | +1,434.2% | +288.7% | +1,145.5% | +759.0% |
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