+4.3%
DT vs CRS
+636.8%
-632.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +0.1% | -18.1% | +18.2% | +2.6% |
| 3M | +24.1% | -12.4% | +36.5% | +25.7% |
| 6M | +30.1% | +15.9% | +14.2% | +25.2% |
| YTD | +16.8% | +45.8% | -29.1% | +6.7% |
| 1Y | -0.1% | +87.8% | -87.8% | -14.7% |
| All | +4.3% | +636.8% | -632.4% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling