+1,802.9%
TER vs CRS
+1,409.1%
+393.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.7% |
| 7D | +9.4% | -4.1% | +13.5% | +11.1% |
| 30D | -2.4% | -16.6% | +14.1% | +4.7% |
| 3M | +6.5% | -14.3% | +20.8% | +13.8% |
| 6M | +23.2% | +11.6% | +11.6% | +20.3% |
| YTD | +91.5% | +42.6% | +48.9% | +71.3% |
| 1Y | +214.8% | +81.8% | +133.0% | +157.1% |
| 3Y | +275.3% | +632.1% | -356.7% | +83.2% |
| 5Y | +211.9% | +1,401.6% | -1,189.7% | +13.9% |
| All | +1,802.9% | +1,409.1% | +393.9% | +530.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling