+98.3%
CRS vs TXT
-1.0%
+99.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.2% | -4.8% | +4.5% | +2.4% |
| 30D | -16.6% | -10.6% | -6.0% | -11.3% |
| 3M | -3.5% | -13.2% | +9.7% | +4.2% |
| 6M | +15.4% | -20.3% | +35.8% | +27.1% |
| YTD | +51.2% | -9.3% | +60.4% | +64.1% |
| 1Y | +98.3% | -2.7% | +101.0% | +108.7% |
| All | +98.3% | -1.0% | +99.3% | +108.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling