-9.6%
CRS vs TAP
-13.1%
+3.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.8% |
| 7D | +7.4% | -6.3% | +13.7% | +5.9% |
| 30D | -21.2% | +2.7% | -23.9% | -20.4% |
| 3M | -43.3% | -3.7% | -39.6% | -42.9% |
| 6M | -29.4% | -2.0% | -27.4% | -28.4% |
| YTD | -4.7% | -12.3% | +7.7% | -2.8% |
| 1Y | -9.6% | -10.1% | +0.5% | -8.1% |
| All | -9.6% | -13.1% | +3.5% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling