+995.4%
TER vs CRS
+790.4%
+205.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -4.3% |
| 7D | +14.4% | +4.8% | +9.6% | +12.5% |
| 30D | -30.6% | -23.2% | -7.4% | -22.9% |
| 3M | -39.2% | -45.5% | +6.3% | -22.4% |
| 6M | -31.3% | -33.1% | +1.8% | -18.4% |
| YTD | +29.1% | -7.2% | +36.3% | +36.9% |
| 1Y | +47.4% | -10.0% | +57.5% | +58.0% |
| 3Y | +191.2% | +332.3% | -141.1% | +72.0% |
| 5Y | +74.0% | +801.9% | -727.9% | -24.6% |
| All | +995.4% | +790.4% | +205.0% | +316.1% |
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