+806.2%
CRS vs TXG
+27.0%
+779.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.7% |
| 7D | -6.8% | +9.5% | -16.2% | -8.3% |
| 30D | -16.1% | +18.8% | -34.9% | -18.9% |
| 3M | -21.2% | +136.1% | -157.3% | -33.3% |
| 6M | +8.7% | +235.2% | -226.6% | -14.2% |
| YTD | +41.0% | +320.5% | -279.6% | +6.2% |
| 1Y | +82.7% | +425.2% | -342.5% | +30.7% |
| 3Y | +604.8% | +42.9% | +561.9% | +487.6% |
| 5Y | +1,384.7% | -62.8% | +1,447.5% | +1,262.9% |
| All | +806.2% | +27.0% | +779.2% | +495.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling