+10,197.9%
CRS vs TAP
+825.0%
+9,372.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -16.6% | -2.1% | -14.5% | -16.3% |
| 3M | -3.5% | +6.6% | -10.1% | -5.7% |
| 6M | +15.4% | -11.5% | +26.9% | +18.2% |
| YTD | +51.2% | -10.3% | +61.5% | +53.8% |
| 1Y | +98.3% | -14.4% | +112.7% | +103.3% |
| 3Y | +651.5% | -28.3% | +679.8% | +696.2% |
| 5Y | +1,411.1% | +1.7% | +1,409.4% | +1,351.3% |
| 10Y | +1,424.3% | -49.2% | +1,473.6% | +1,586.1% |
| All | +10,197.9% | +825.0% | +9,372.9% | +8,639.5% |
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