+648.9%
CRS vs TXT
+5.7%
+643.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.9% |
| 7D | -3.1% | -0.2% | -2.9% | -2.9% |
| 30D | -19.6% | -11.1% | -8.6% | -13.5% |
| 3M | -8.1% | -13.0% | +4.9% | -0.1% |
| 6M | +18.6% | -16.2% | +34.8% | +31.8% |
| YTD | +45.9% | -8.7% | +54.6% | +53.5% |
| 1Y | +82.5% | -3.8% | +86.3% | +85.0% |
| 3Y | +648.9% | +5.5% | +643.4% | +575.9% |
| All | +648.9% | +5.7% | +643.2% | +575.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling