+1,350.3%
CRS vs TRU
-35.6%
+1,385.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -6.8% | -2.7% | -4.0% | -5.8% |
| 30D | -16.1% | -2.0% | -14.1% | -15.8% |
| 3M | -21.2% | +18.4% | -39.6% | -27.2% |
| 6M | +8.7% | +8.9% | -0.2% | +3.1% |
| YTD | +41.0% | -8.9% | +49.9% | +41.7% |
| 1Y | +82.7% | -15.9% | +98.5% | +89.2% |
| 3Y | +604.8% | -1.1% | +605.9% | +565.6% |
| All | +1,350.3% | -35.6% | +1,385.9% | +1,476.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling