+4,788.4%
CRS vs TRI
+507.2%
+4,281.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +1.1% |
| 7D | -0.5% | -8.4% | +7.9% | +4.4% |
| 30D | -18.1% | -6.5% | -11.6% | -15.7% |
| 3M | -12.4% | +18.6% | -31.0% | -25.3% |
| 6M | +15.9% | -10.4% | +26.4% | +14.4% |
| YTD | +45.8% | -23.7% | +69.5% | +54.0% |
| 1Y | +87.8% | -42.5% | +130.2% | +140.9% |
| 3Y | +648.7% | -19.3% | +668.0% | +616.9% |
| 5Y | +1,416.6% | -9.7% | +1,426.3% | +1,206.6% |
| 10Y | +1,412.7% | +194.4% | +1,218.2% | +401.6% |
| All | +4,788.4% | +507.2% | +4,281.3% | +749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling