+494.0%
TEAM vs CRS
+1,409.1%
-915.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.4% |
| 7D | -7.8% | -4.1% | -3.6% | -7.1% |
| 30D | +16.5% | -16.6% | +33.1% | +20.2% |
| 3M | +96.2% | -14.3% | +110.4% | +100.1% |
| 6M | +130.2% | +11.6% | +118.6% | +121.3% |
| YTD | +10.7% | +42.6% | -31.8% | +0.7% |
| 1Y | +3.0% | +81.8% | -78.8% | -12.0% |
| 3Y | -13.1% | +632.1% | -645.1% | -43.8% |
| 5Y | -52.7% | +1,401.6% | -1,454.4% | -73.0% |
| All | +494.0% | +1,409.1% | -915.1% | +216.1% |
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