+1,323.2%
CRS vs DTE
+137.8%
+1,185.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -6.8% | -2.6% | -4.2% | -5.2% |
| 30D | -16.1% | -4.4% | -11.7% | -13.7% |
| 3M | -21.2% | -8.3% | -12.8% | -17.0% |
| 6M | +8.7% | -8.1% | +16.8% | +13.8% |
| YTD | +41.0% | +4.4% | +36.5% | +35.6% |
| 1Y | +82.7% | +0.2% | +82.5% | +80.2% |
| 3Y | +604.8% | +42.6% | +562.2% | +426.2% |
| 5Y | +1,384.7% | +31.5% | +1,353.2% | +1,058.3% |
| All | +1,323.2% | +137.8% | +1,185.4% | +738.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling