+81.8%
CRS vs TXT
-1.4%
+83.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.8% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -16.6% | -10.2% | -6.4% | -11.6% |
| 3M | -14.3% | -13.3% | -1.0% | -7.6% |
| 6M | +11.6% | -14.4% | +25.9% | +20.2% |
| YTD | +42.6% | -9.1% | +51.7% | +55.2% |
| 1Y | +81.8% | -2.2% | +84.0% | +99.1% |
| All | +81.8% | -1.4% | +83.2% | +99.1% |
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