-17.0%
TEAM vs CRS
+636.8%
-653.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -4.7% | -0.5% | -4.1% | -4.5% |
| 30D | +17.0% | -18.1% | +35.1% | +21.0% |
| 3M | +85.9% | -12.4% | +98.3% | +88.2% |
| 6M | +116.7% | +15.9% | +100.7% | +104.0% |
| YTD | +9.6% | +45.8% | -36.2% | -4.2% |
| 1Y | -2.5% | +87.8% | -90.3% | -23.1% |
| All | -17.0% | +636.8% | -653.7% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling