+852.2%
CRS vs TAP
+2.6%
+849.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +0.2% | -4.5% | +4.7% | +1.1% |
| 30D | -22.9% | +7.5% | -30.4% | -24.6% |
| 3M | -46.8% | -4.9% | -42.0% | -46.5% |
| 6M | -30.4% | -3.5% | -26.9% | -30.6% |
| YTD | -5.4% | -11.4% | +6.1% | -3.7% |
| 1Y | -9.0% | -10.8% | +1.8% | -7.8% |
| 3Y | +352.2% | -24.5% | +376.6% | +370.6% |
| 5Y | +852.2% | +2.5% | +849.8% | +649.1% |
| All | +852.2% | +2.6% | +849.6% | +649.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling