+76.1%
TER vs CRS
+837.7%
-761.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.0% |
| 7D | -8.9% | +0.2% | -9.1% | -8.5% |
| 30D | -39.1% | -22.9% | -16.2% | -31.4% |
| 3M | -32.8% | -46.8% | +14.1% | -10.0% |
| 6M | -31.7% | -30.4% | -1.3% | -18.2% |
| YTD | +26.9% | -5.4% | +32.3% | +35.7% |
| 1Y | +33.6% | -9.0% | +42.6% | +44.9% |
| 3Y | +181.5% | +352.2% | -170.6% | +63.8% |
| 5Y | +76.1% | +852.2% | -776.1% | -27.0% |
| All | +76.1% | +837.7% | -761.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling