+5,684.6%
CRS vs TDY
+6,969.6%
-1,285.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.1% | -1.9% | -2.2% | -3.3% |
| 30D | -16.6% | -12.5% | -4.1% | -11.4% |
| 3M | -14.3% | -0.8% | -13.5% | -13.8% |
| 6M | +11.6% | -9.0% | +20.6% | +16.8% |
| YTD | +42.6% | +16.8% | +25.8% | +33.3% |
| 1Y | +81.8% | +9.5% | +72.4% | +74.4% |
| 3Y | +632.1% | +45.4% | +586.6% | +522.2% |
| 5Y | +1,401.6% | +37.8% | +1,363.8% | +1,213.1% |
| 10Y | +1,379.0% | +470.2% | +908.8% | +702.4% |
| All | +5,684.6% | +6,969.6% | -1,285.0% | +2,144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling