+648.9%
CRS vs TAP
-31.5%
+680.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.5% |
| 7D | -3.1% | -2.3% | -0.8% | -3.0% |
| 30D | -19.6% | -9.4% | -10.2% | -19.5% |
| 3M | -8.1% | -0.8% | -7.3% | -8.1% |
| 6M | +18.6% | -14.7% | +33.3% | +19.7% |
| YTD | +45.9% | -13.9% | +59.8% | +47.0% |
| 1Y | +82.5% | -18.6% | +101.1% | +85.2% |
| 3Y | +648.9% | -32.0% | +680.9% | +652.7% |
| All | +648.9% | -31.5% | +680.4% | +652.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling