+1,872.1%
T vs CRS
+10,171.0%
-8,298.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.2% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | +11.4% | -16.6% | +28.0% | +14.4% |
| 3M | +14.3% | -3.5% | +17.8% | +14.3% |
| 6M | -9.3% | +15.4% | -24.7% | -12.4% |
| YTD | +7.1% | +51.2% | -44.1% | -1.3% |
| 1Y | -9.1% | +98.3% | -107.4% | -20.6% |
| 3Y | +105.3% | +651.5% | -546.2% | +37.6% |
| 5Y | +66.8% | +1,411.1% | -1,344.3% | -4.5% |
| 10Y | +66.8% | +1,424.3% | -1,357.6% | -13.3% |
| All | +1,872.1% | +10,171.0% | -8,298.9% | +568.9% |
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