+5,676.4%
CRM vs TXT
+207.3%
+5,469.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -5.0% | +0.8% | -5.8% | -5.3% |
| 30D | +23.6% | -10.4% | +34.1% | +28.3% |
| 3M | +39.6% | -14.3% | +53.9% | +46.4% |
| 6M | +23.4% | -15.1% | +38.5% | +28.8% |
| YTD | -7.4% | -8.3% | +0.9% | -6.6% |
| 1Y | -2.3% | -0.7% | -1.6% | -4.5% |
| 3Y | +10.5% | +6.0% | +4.5% | +4.1% |
| 5Y | -4.7% | +12.5% | -17.3% | -12.3% |
| 10Y | +234.7% | +103.2% | +131.6% | +126.3% |
| All | +5,676.4% | +207.3% | +5,469.1% | +2,466.4% |
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 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