+332.3%
CRS vs TLN
+580.6%
-248.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.8% |
| 7D | +4.8% | +11.0% | -6.3% | +1.6% |
| 30D | -23.2% | +4.9% | -28.1% | -24.1% |
| 3M | -45.5% | +4.9% | -50.4% | -46.6% |
| 6M | -33.1% | +7.1% | -40.2% | -35.4% |
| YTD | -7.2% | +0.3% | -7.5% | -10.0% |
| 1Y | -10.0% | +5.9% | -15.9% | -14.2% |
| 3Y | +332.3% | +578.5% | -246.2% | +142.7% |
| All | +332.3% | +580.6% | -248.2% | +142.7% |
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