+106.5%
T vs CRS
+636.9%
-530.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.4% |
| 7D | -1.5% | -3.1% | +1.5% | -1.6% |
| 30D | +7.6% | -19.6% | +27.2% | +6.8% |
| 3M | +15.3% | -8.1% | +23.4% | +14.9% |
| 6M | -8.5% | +18.6% | -27.0% | -8.1% |
| YTD | +6.8% | +45.9% | -39.1% | +7.7% |
| 1Y | -7.2% | +82.5% | -89.7% | -5.9% |
| All | +106.5% | +636.9% | -530.4% | +112.2% |
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