+1,401.6%
CRS vs TXT
+10.7%
+1,390.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.6% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -16.6% | -10.2% | -6.4% | -9.4% |
| 3M | -14.3% | -13.3% | -1.0% | -4.8% |
| 6M | +11.6% | -14.4% | +25.9% | +25.2% |
| YTD | +42.6% | -9.1% | +51.7% | +51.5% |
| 1Y | +81.8% | -2.2% | +84.0% | +80.8% |
| 3Y | +632.1% | +5.1% | +627.0% | +551.2% |
| 5Y | +1,401.6% | +12.8% | +1,388.8% | +1,126.8% |
| All | +1,401.6% | +10.7% | +1,390.9% | +1,126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling