+43.2%
TER vs CRS
-3.8%
+47.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.3% | -5.6% |
| 7D | -19.9% | +4.3% | -24.2% | -22.9% |
| 30D | -43.5% | -25.5% | -18.1% | -29.1% |
| 3M | -37.8% | -48.7% | +10.9% | +9.1% |
| 6M | -25.6% | -31.6% | +6.1% | +3.1% |
| YTD | +29.8% | -7.0% | +36.9% | +47.1% |
| 1Y | +43.2% | -4.5% | +47.7% | +59.4% |
| All | +43.2% | -3.8% | +47.0% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling