+1,350.3%
CRS vs TDY
+39.0%
+1,311.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -2.1% |
| 7D | -6.8% | -1.1% | -5.6% | -6.0% |
| 30D | -16.1% | -12.0% | -4.1% | -7.3% |
| 3M | -21.2% | -3.2% | -18.0% | -19.1% |
| 6M | +8.7% | -7.9% | +16.6% | +16.0% |
| YTD | +41.0% | +18.2% | +22.8% | +23.6% |
| 1Y | +82.7% | +6.7% | +76.0% | +72.8% |
| 3Y | +604.8% | +47.5% | +557.2% | +412.5% |
| All | +1,350.3% | +39.0% | +1,311.3% | +928.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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