+228.2%
TER vs CRS
+1,446.1%
-1,217.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 3M | +4.0% | -12.4% | +16.4% | +11.3% |
| 6M | +29.5% | +15.9% | +13.6% | +24.1% |
| YTD | +98.5% | +45.8% | +52.6% | +73.8% |
| 1Y | +234.1% | +87.8% | +146.3% | +164.6% |
| 3Y | +289.0% | +648.7% | -359.7% | +81.1% |
| 5Y | +228.2% | +1,416.6% | -1,188.5% | +12.7% |
| All | +228.2% | +1,446.1% | -1,217.9% | +12.7% |
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 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