+648.9%
CRS vs TLN
+494.5%
+154.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.3% |
| 7D | -3.1% | +10.9% | -14.0% | -5.9% |
| 30D | -19.6% | -6.3% | -13.3% | -18.4% |
| 3M | -8.1% | -10.7% | +2.6% | -6.0% |
| 6M | +18.6% | +1.6% | +16.9% | +15.9% |
| YTD | +45.9% | -13.1% | +59.0% | +47.8% |
| 1Y | +82.5% | -15.1% | +97.5% | +84.9% |
| 3Y | +648.9% | +495.0% | +153.9% | +366.2% |
| All | +648.9% | +494.5% | +154.4% | +366.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling