+604.8%
CRS vs TRI
-18.9%
+623.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -6.8% | -7.9% | +1.1% | -6.9% |
| 30D | -16.1% | -4.5% | -11.6% | -16.2% |
| 3M | -21.2% | +22.1% | -43.3% | -20.9% |
| 6M | +8.7% | -2.8% | +11.5% | +11.1% |
| YTD | +41.0% | -23.4% | +64.4% | +52.6% |
| 1Y | +82.7% | -41.5% | +124.2% | +116.8% |
| 3Y | +604.8% | -19.2% | +624.0% | +543.8% |
| All | +604.8% | -18.9% | +623.7% | +543.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling