+277.2%
TER vs CRS
+653.3%
-376.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +6.0% |
| 7D | +11.0% | -3.1% | +14.0% | +12.6% |
| 30D | -1.9% | -19.6% | +17.7% | +9.6% |
| 3M | -0.7% | -8.1% | +7.4% | +4.8% |
| 6M | +36.4% | +18.6% | +17.8% | +29.3% |
| YTD | +92.4% | +45.9% | +46.6% | +67.8% |
| 1Y | +213.5% | +82.5% | +131.1% | +150.5% |
| 3Y | +277.2% | +648.9% | -371.7% | +103.6% |
| All | +277.2% | +653.3% | -376.0% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling