+10,197.9%
CRS vs TXT
+2,070.1%
+8,127.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.2% | -4.8% | +4.5% | +2.3% |
| 30D | -16.6% | -10.6% | -6.0% | -11.7% |
| 3M | -3.5% | -13.2% | +9.7% | +3.6% |
| 6M | +15.4% | -20.3% | +35.8% | +29.8% |
| YTD | +51.2% | -9.3% | +60.4% | +58.4% |
| 1Y | +98.3% | -2.7% | +101.0% | +99.7% |
| 3Y | +651.5% | +1.4% | +650.2% | +635.4% |
| 5Y | +1,411.1% | +9.6% | +1,401.6% | +1,344.0% |
| 10Y | +1,424.3% | +94.9% | +1,329.4% | +1,044.0% |
| All | +10,197.9% | +2,070.1% | +8,127.9% | +4,097.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling