+9,832.2%
CRS vs DTE
+3,490.3%
+6,341.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | -18.1% | -0.5% | -17.6% | -17.9% |
| 3M | -12.4% | -6.0% | -6.4% | -9.8% |
| 6M | +15.9% | -7.2% | +23.1% | +19.9% |
| YTD | +45.8% | +7.2% | +38.7% | +39.5% |
| 1Y | +87.8% | +4.1% | +83.7% | +82.2% |
| 3Y | +648.7% | +46.9% | +601.8% | +489.1% |
| 5Y | +1,416.6% | +32.9% | +1,383.7% | +1,151.0% |
| 10Y | +1,412.7% | +144.5% | +1,268.2% | +812.9% |
| All | +9,832.2% | +3,490.3% | +6,341.9% | +2,736.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling