+1,872.3%
TER vs CRS
+1,443.4%
+428.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +12.4% | -0.5% | +12.9% | +12.5% |
| 30D | +5.1% | -18.1% | +23.2% | +13.5% |
| 3M | +4.0% | -12.4% | +16.4% | +10.1% |
| 6M | +29.5% | +15.9% | +13.6% | +24.7% |
| YTD | +98.5% | +45.8% | +52.6% | +75.9% |
| 1Y | +234.1% | +87.8% | +146.3% | +169.5% |
| 3Y | +289.0% | +648.7% | -359.7% | +88.2% |
| 5Y | +228.2% | +1,416.6% | -1,188.5% | +19.3% |
| All | +1,872.3% | +1,443.4% | +428.9% | +547.2% |
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