+87.8%
DT vs CRS
+584.0%
-496.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.3% |
| 7D | +3.1% | +4.8% | -1.6% | +2.1% |
| 30D | -29.5% | -23.2% | -6.4% | -26.5% |
| 3M | -11.7% | -45.5% | +33.8% | -1.8% |
| 6M | +29.0% | -33.1% | +62.1% | +36.8% |
| YTD | +3.4% | -7.2% | +10.6% | +0.6% |
| 1Y | -4.2% | -10.0% | +5.8% | -6.3% |
| 3Y | -12.8% | +332.3% | -345.2% | -42.2% |
| 5Y | -39.6% | +801.9% | -841.5% | -66.7% |
| All | +87.8% | +584.0% | -496.2% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling