+1,239.7%
TNA vs CRS
+3,998.0%
-2,758.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -3.6% | -0.5% | -3.1% | -3.2% |
| 30D | -10.1% | -18.1% | +8.0% | +9.6% |
| 3M | +2.7% | -12.4% | +15.1% | +15.0% |
| 6M | +38.4% | +15.9% | +22.5% | +14.8% |
| YTD | +45.4% | +45.8% | -0.4% | -7.7% |
| 1Y | +55.9% | +87.8% | -31.8% | -28.2% |
| 3Y | +109.8% | +648.7% | -538.9% | -79.5% |
| 5Y | -22.5% | +1,416.6% | -1,439.1% | -96.6% |
| 10Y | +87.5% | +1,412.7% | -1,325.1% | -92.0% |
| All | +1,239.7% | +3,998.0% | -2,758.3% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling