+84.6%
TGT vs CRS
+102.1%
-17.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +12.2% | -16.6% | +28.8% | +13.1% |
| 3M | +33.8% | -3.5% | +37.3% | +32.5% |
| 6M | +39.3% | +15.4% | +23.9% | +35.5% |
| YTD | +72.9% | +51.2% | +21.7% | +64.2% |
| 1Y | +84.6% | +98.3% | -13.7% | +73.1% |
| All | +84.6% | +102.1% | -17.5% | +73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling