-49.3%
TE vs CRS
+1,363.4%
-1,412.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +0.2% | -6.8% | +7.0% | +3.6% |
| 30D | -5.9% | -16.1% | +10.2% | +2.8% |
| 3M | -45.6% | -21.2% | -24.4% | -37.9% |
| 6M | -43.4% | +8.7% | -52.1% | -45.1% |
| YTD | -31.0% | +41.0% | -72.0% | -40.8% |
| 1Y | +145.2% | +82.7% | +62.5% | +77.0% |
| 3Y | -24.1% | +604.8% | -628.8% | -72.6% |
| All | -49.3% | +1,363.4% | -1,412.7% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling