+1,057.8%
TER vs CRS
+814.8%
+242.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.1% |
| 7D | +24.0% | +7.4% | +16.6% | +20.7% |
| 30D | -30.6% | -21.2% | -9.4% | -23.8% |
| 3M | -34.5% | -43.3% | +8.8% | -17.7% |
| 6M | -26.4% | -29.4% | +3.0% | -14.5% |
| YTD | +36.4% | -4.7% | +41.1% | +43.0% |
| 1Y | +47.4% | -9.6% | +57.0% | +57.5% |
| 3Y | +202.6% | +355.5% | -152.9% | +75.1% |
| 5Y | +83.9% | +826.6% | -742.7% | -21.2% |
| All | +1,057.8% | +814.8% | +242.9% | +334.7% |
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