+837.4%
CRS vs TXG
+24.6%
+812.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -0.5% | +9.1% | -9.7% | -2.1% |
| 30D | -18.1% | +14.9% | -33.0% | -20.4% |
| 3M | -12.4% | +120.0% | -132.4% | -25.0% |
| 6M | +15.9% | +221.8% | -205.9% | -7.8% |
| YTD | +45.8% | +312.6% | -266.7% | +10.3% |
| 1Y | +87.8% | +398.4% | -310.7% | +35.5% |
| 3Y | +648.7% | +42.1% | +606.6% | +525.0% |
| 5Y | +1,416.6% | -63.5% | +1,480.1% | +1,296.8% |
| All | +837.4% | +24.6% | +812.8% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling