-0.8%
CRM vs TXT
+14.1%
-15.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.0% |
| 7D | -4.4% | +2.5% | -6.9% | -5.4% |
| 30D | +28.1% | -8.9% | +37.0% | +32.9% |
| 3M | +48.8% | -13.6% | +62.4% | +57.0% |
| 6M | +28.3% | -13.1% | +41.4% | +33.4% |
| YTD | -6.0% | -7.0% | +1.0% | -6.7% |
| 1Y | +1.4% | -1.4% | +2.8% | -2.9% |
| 3Y | +11.8% | +7.0% | +4.9% | -2.4% |
| All | -0.8% | +14.1% | -15.0% | -19.4% |
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