+6,345.8%
CRS vs TAP
+813.1%
+5,532.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +0.2% | -4.5% | +4.7% | +1.4% |
| 30D | -22.9% | +7.5% | -30.4% | -24.9% |
| 3M | -46.8% | -4.9% | -42.0% | -46.6% |
| 6M | -30.4% | -3.5% | -26.9% | -30.8% |
| YTD | -5.4% | -11.4% | +6.1% | -4.2% |
| 1Y | -9.0% | -10.8% | +1.8% | -8.2% |
| 3Y | +352.2% | -24.5% | +376.6% | +368.7% |
| 5Y | +852.2% | +2.5% | +849.8% | +805.4% |
| 10Y | +862.6% | -47.6% | +910.2% | +950.6% |
| All | +6,345.8% | +813.1% | +5,532.7% | +5,346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling