-9.6%
CRS vs TLN
+3.1%
-12.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.4% |
| 7D | +7.4% | +22.3% | -14.9% | +0.8% |
| 30D | -21.2% | +1.2% | -22.4% | -21.7% |
| 3M | -43.3% | +5.9% | -49.2% | -44.6% |
| 6M | -29.4% | +3.2% | -32.6% | -31.2% |
| YTD | -4.7% | +3.2% | -7.8% | -9.9% |
| 1Y | -9.6% | +5.2% | -14.8% | -15.4% |
| All | -9.6% | +3.1% | -12.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling