+612.8%
CRS vs TXG
+39.1%
+573.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.0% |
| 7D | -4.1% | +5.0% | -9.1% | -5.0% |
| 30D | -16.6% | +13.5% | -30.1% | -18.7% |
| 3M | -14.3% | +128.0% | -142.3% | -27.5% |
| 6M | +11.6% | +224.4% | -212.8% | -12.2% |
| YTD | +42.6% | +307.0% | -264.4% | +6.9% |
| 1Y | +81.8% | +427.2% | -345.4% | +27.9% |
| All | +612.8% | +39.1% | +573.7% | +464.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling