+801.7%
CRS vs TAP
-46.0%
+847.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -4.3% |
| 7D | +4.8% | +1.3% | +3.5% | +3.9% |
| 30D | -23.2% | +5.7% | -28.9% | -26.5% |
| 3M | -45.5% | -1.9% | -43.6% | -46.1% |
| 6M | -33.1% | +0.9% | -34.1% | -35.7% |
| YTD | -7.2% | -9.5% | +2.3% | -6.4% |
| 1Y | -10.0% | -9.0% | -1.1% | -9.8% |
| 3Y | +332.3% | -22.2% | +354.6% | +349.7% |
| 5Y | +801.9% | +1.2% | +800.6% | +651.6% |
| All | +801.7% | -46.0% | +847.7% | +759.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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