-21.2%
TMUS vs CRS
-3.8%
-17.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +2.9% |
| 7D | +7.5% | +4.3% | +3.2% | +8.0% |
| 30D | -3.3% | -25.5% | +22.2% | -5.9% |
| 3M | -9.7% | -48.7% | +39.1% | -14.9% |
| 6M | -17.2% | -31.6% | +14.4% | -20.7% |
| YTD | -20.3% | -7.0% | -13.3% | -23.3% |
| 1Y | -21.2% | -4.5% | -16.7% | -24.4% |
| All | -21.2% | -3.8% | -17.4% | -24.4% |
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