+1,323.2%
CRS vs TAP
-49.9%
+1,373.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.8% |
| 7D | -6.8% | -3.9% | -2.9% | -4.8% |
| 30D | -16.1% | -5.3% | -10.9% | -14.0% |
| 3M | -21.2% | -3.8% | -17.4% | -20.7% |
| 6M | +8.7% | -11.4% | +20.1% | +13.7% |
| YTD | +41.0% | -13.7% | +54.7% | +48.5% |
| 1Y | +82.7% | -17.2% | +99.9% | +94.8% |
| 3Y | +604.8% | -33.1% | +637.8% | +718.2% |
| 5Y | +1,384.7% | +0.8% | +1,383.9% | +1,152.0% |
| All | +1,323.2% | -49.9% | +1,373.1% | +1,367.4% |
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