+41.8%
TGT vs CRS
+612.2%
-570.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -5.2% | -6.8% | +1.5% | -4.5% |
| 30D | +1.2% | -16.1% | +17.3% | +3.2% |
| 3M | +18.4% | -21.2% | +39.6% | +21.2% |
| 6M | +33.4% | +8.7% | +24.8% | +30.0% |
| YTD | +63.8% | +41.0% | +22.8% | +53.1% |
| 1Y | +77.2% | +82.7% | -5.5% | +58.3% |
| 3Y | +41.8% | +604.8% | -563.0% | +14.6% |
| All | +41.8% | +612.2% | -570.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling