+117.6%
DT vs CRS
+1,014.6%
-896.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | +2.0% | -16.6% | +18.7% | +5.6% |
| 3M | +20.0% | -3.5% | +23.5% | +20.0% |
| 6M | +39.3% | +15.4% | +23.9% | +32.9% |
| YTD | +19.8% | +51.2% | -31.4% | +7.1% |
| 1Y | +4.3% | +98.3% | -94.0% | -13.2% |
| 3Y | +7.7% | +651.5% | -643.8% | -35.4% |
| 5Y | -26.8% | +1,411.1% | -1,437.9% | -63.2% |
| All | +117.6% | +1,014.6% | -896.9% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling