+802.8%
TEAM vs CRS
+1,571.8%
-769.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +67.3% | -16.6% | +83.9% | +73.0% |
| 3M | +86.8% | -3.5% | +90.2% | +86.3% |
| 6M | +146.8% | +15.4% | +131.4% | +135.0% |
| YTD | +16.9% | +51.2% | -34.3% | +4.5% |
| 1Y | +12.8% | +98.3% | -85.5% | -6.2% |
| 3Y | -7.3% | +651.5% | -658.8% | -42.1% |
| 5Y | -50.7% | +1,411.1% | -1,461.8% | -73.3% |
| 10Y | +529.8% | +1,424.3% | -894.5% | +203.7% |
| All | +802.8% | +1,571.8% | -769.1% | +356.4% |
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