+443.6%
TEAM vs CRS
+790.4%
-346.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.1% |
| 7D | -2.4% | +4.8% | -7.2% | -3.2% |
| 30D | -26.7% | -23.2% | -3.5% | -23.8% |
| 3M | -9.6% | -45.5% | +35.9% | -0.4% |
| 6M | +86.0% | -33.1% | +119.2% | +95.8% |
| YTD | -7.5% | -7.2% | -0.3% | -10.2% |
| 1Y | -1.4% | -10.0% | +8.7% | -3.7% |
| 3Y | -14.3% | +332.3% | -346.6% | -39.8% |
| 5Y | -66.3% | +801.9% | -868.2% | -79.3% |
| All | +443.6% | +790.4% | -346.8% | +220.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling