+1,323.2%
CRS vs TRU
+147.2%
+1,176.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -6.8% | -2.7% | -4.0% | -5.4% |
| 30D | -16.1% | -2.0% | -14.1% | -15.7% |
| 3M | -21.2% | +18.4% | -39.6% | -29.5% |
| 6M | +8.7% | +8.9% | -0.2% | +0.6% |
| YTD | +41.0% | -8.9% | +49.9% | +40.8% |
| 1Y | +82.7% | -15.9% | +98.5% | +89.6% |
| 3Y | +604.8% | -1.1% | +605.9% | +515.8% |
| 5Y | +1,384.7% | -35.2% | +1,419.9% | +1,586.9% |
| All | +1,323.2% | +147.2% | +1,176.1% | +728.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling