-48.5%
TE vs CRS
+958.6%
-1,007.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.5% | +13.5% | +11.0% |
| 7D | +18.2% | -3.1% | +21.3% | +19.2% |
| 30D | -13.5% | -19.6% | +6.1% | -7.9% |
| 3M | -44.6% | -8.1% | -36.5% | -42.6% |
| 6M | -24.7% | +18.6% | -43.3% | -27.3% |
| YTD | -24.3% | +45.9% | -70.1% | -30.7% |
| 1Y | +155.6% | +82.5% | +73.1% | +116.4% |
| 3Y | -18.3% | +648.9% | -667.2% | -49.1% |
| 5Y | -41.3% | +1,438.1% | -1,479.4% | -66.6% |
| All | -48.5% | +958.6% | -1,007.1% | -70.5% |
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