-17.1%
TMUS vs CRS
-6.4%
-10.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +2.1% |
| 7D | +8.2% | +4.4% | +3.8% | +8.5% |
| 30D | +13.4% | -19.1% | +32.5% | +11.0% |
| 3M | -3.0% | -43.2% | +40.2% | -8.2% |
| 6M | -8.8% | -28.9% | +20.1% | -12.5% |
| YTD | -13.8% | -3.0% | -10.9% | -16.6% |
| 1Y | -17.1% | -5.3% | -11.8% | -20.1% |
| All | -17.1% | -6.4% | -10.7% | -20.1% |
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