+203.6%
TGT vs CRS
+1,392.1%
-1,188.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -5.2% | -6.8% | +1.5% | -4.2% |
| 30D | +1.2% | -16.1% | +17.3% | +3.9% |
| 3M | +18.4% | -21.2% | +39.6% | +22.2% |
| 6M | +33.4% | +8.7% | +24.8% | +30.1% |
| YTD | +63.8% | +41.0% | +22.8% | +52.3% |
| 1Y | +77.2% | +82.7% | -5.5% | +56.7% |
| 3Y | +41.8% | +604.8% | -563.0% | -2.2% |
| 5Y | -25.5% | +1,384.7% | -1,410.2% | -55.7% |
| All | +203.6% | +1,392.1% | -1,188.5% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling