+1,622.6%
T vs CRS
+6,203.6%
-4,581.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | +2.5% | +4.8% | -2.2% | +1.7% |
| 30D | -3.8% | -23.2% | +19.4% | -0.5% |
| 3M | -8.7% | -45.5% | +36.8% | -0.7% |
| 6M | -8.1% | -33.1% | +25.0% | -3.7% |
| YTD | -6.4% | -7.2% | +0.8% | -7.9% |
| 1Y | -9.8% | -10.0% | +0.3% | -10.8% |
| 3Y | +65.5% | +332.3% | -266.8% | +20.2% |
| 5Y | +57.0% | +801.9% | -744.9% | -3.3% |
| 10Y | +60.8% | +820.9% | -760.1% | -9.9% |
| All | +1,622.6% | +6,203.6% | -4,581.0% | +524.6% |
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 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