+1,218.2%
CRS vs TRU
+226.0%
+992.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.4% |
| 7D | -0.5% | -6.5% | +5.9% | +2.7% |
| 30D | -18.1% | -2.5% | -15.6% | -17.5% |
| 3M | -12.4% | +10.4% | -22.8% | -18.7% |
| 6M | +15.9% | +1.6% | +14.3% | +11.3% |
| YTD | +45.8% | -9.7% | +55.5% | +46.2% |
| 1Y | +87.8% | -17.3% | +105.0% | +96.1% |
| 3Y | +648.7% | -1.8% | +650.5% | +558.8% |
| 5Y | +1,416.6% | -36.2% | +1,452.8% | +1,612.6% |
| 10Y | +1,412.7% | +143.2% | +1,269.5% | +744.1% |
| All | +1,218.2% | +226.0% | +992.1% | +579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling