+1,323.2%
CRS vs TRI
+196.2%
+1,127.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -6.8% | -7.9% | +1.1% | -4.3% |
| 30D | -16.1% | -4.5% | -11.6% | -15.4% |
| 3M | -21.2% | +22.1% | -43.3% | -28.4% |
| 6M | +8.7% | -2.8% | +11.5% | +6.6% |
| YTD | +41.0% | -23.4% | +64.4% | +53.1% |
| 1Y | +82.7% | -41.5% | +124.2% | +131.5% |
| 3Y | +604.8% | -19.2% | +624.0% | +593.2% |
| 5Y | +1,384.7% | -9.4% | +1,394.1% | +1,222.6% |
| All | +1,323.2% | +196.2% | +1,127.0% | +552.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling