+4.3%
DT vs CRS
+102.1%
-97.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +2.0% | -16.6% | +18.7% | +0.5% |
| 3M | +20.0% | -3.5% | +23.5% | +19.8% |
| 6M | +39.3% | +15.4% | +23.9% | +41.2% |
| YTD | +19.8% | +51.2% | -31.4% | +21.4% |
| 1Y | +4.3% | +98.3% | -94.0% | +4.3% |
| All | +4.3% | +102.1% | -97.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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