+244.6%
TMUS vs CRS
+882.2%
-637.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.5% |
| 7D | +8.2% | +4.4% | +3.8% | +7.5% |
| 30D | +13.4% | -19.1% | +32.5% | +15.8% |
| 3M | -3.0% | -43.2% | +40.2% | +3.6% |
| 6M | -8.8% | -28.9% | +20.1% | -6.0% |
| YTD | -13.8% | -3.0% | -10.9% | -15.9% |
| 1Y | -17.1% | -5.3% | -11.8% | -18.8% |
| 3Y | +22.7% | +363.5% | -340.9% | -11.5% |
| 5Y | +52.8% | +858.2% | -805.3% | -7.2% |
| 10Y | +244.6% | +862.9% | -618.3% | +90.7% |
| All | +244.6% | +882.2% | -637.6% | +90.7% |
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 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