+854.9%
CRS vs TLN
+589.3%
+265.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.5% |
| 7D | -0.5% | +5.8% | -6.4% | -2.2% |
| 30D | -18.1% | -6.9% | -11.2% | -16.8% |
| 3M | -12.4% | -10.9% | -1.5% | -10.4% |
| 6M | +15.9% | -4.6% | +20.5% | +15.4% |
| YTD | +45.8% | -14.7% | +60.5% | +48.5% |
| 1Y | +87.8% | -17.9% | +105.7% | +92.1% |
| 3Y | +648.7% | +483.9% | +164.8% | +352.0% |
| All | +854.9% | +589.3% | +265.6% | +452.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling