+82.7%
CRS vs TRU
-13.7%
+96.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -6.8% | -2.7% | -4.0% | -6.6% |
| 30D | -16.1% | -2.0% | -14.1% | -16.1% |
| 3M | -21.2% | +18.4% | -39.6% | -23.2% |
| 6M | +8.7% | +8.9% | -0.2% | +7.1% |
| YTD | +41.0% | -8.9% | +49.9% | +44.9% |
| 1Y | +82.7% | -15.9% | +98.5% | +87.4% |
| All | +82.7% | -13.7% | +96.3% | +87.4% |
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