+7.9%
DT vs CRS
+81.8%
-74.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.5% |
| 7D | -2.5% | -4.1% | +1.6% | -2.8% |
| 30D | +3.5% | -16.6% | +20.1% | +2.1% |
| 3M | +26.7% | -14.3% | +41.0% | +25.4% |
| 6M | +36.1% | +11.6% | +24.5% | +37.4% |
| YTD | +18.6% | +42.6% | -23.9% | +19.6% |
| 1Y | +7.9% | +81.8% | -73.9% | +7.0% |
| All | +7.9% | +81.8% | -74.0% | +7.0% |
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