+10,451.6%
TER vs CRS
+6,376.2%
+4,075.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | 0.0% |
| 7D | +24.0% | +7.4% | +16.6% | +20.6% |
| 30D | -30.6% | -21.2% | -9.4% | -23.5% |
| 3M | -34.5% | -43.3% | +8.8% | -16.9% |
| 6M | -26.4% | -29.4% | +3.0% | -14.2% |
| YTD | +36.4% | -4.7% | +41.1% | +41.8% |
| 1Y | +47.4% | -9.6% | +57.0% | +56.5% |
| 3Y | +202.6% | +355.5% | -152.9% | +57.7% |
| 5Y | +83.9% | +826.6% | -742.7% | -32.5% |
| 10Y | +1,068.0% | +846.1% | +221.8% | +248.1% |
| All | +10,451.6% | +6,376.2% | +4,075.5% | +846.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling