+98.3%
CRS vs TRU
-7.3%
+105.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +2.0% |
| 7D | -0.2% | -6.8% | +6.5% | +0.1% |
| 30D | -16.6% | 0.0% | -16.7% | -16.7% |
| 3M | -3.5% | +13.3% | -16.8% | -4.9% |
| 6M | +15.4% | +3.4% | +12.0% | +14.8% |
| YTD | +51.2% | -6.4% | +57.6% | +54.6% |
| 1Y | +98.3% | -9.7% | +108.0% | +101.2% |
| All | +98.3% | -7.3% | +105.6% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling