-45.4%
TOST vs CRS
+907.8%
-953.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.1% |
| 7D | -3.6% | +4.4% | -8.0% | -5.3% |
| 30D | +8.9% | -19.1% | +28.0% | +15.4% |
| 3M | -2.2% | -43.2% | +41.0% | +18.1% |
| 6M | +41.0% | -28.9% | +69.8% | +53.2% |
| YTD | -4.0% | -3.0% | -1.0% | -11.3% |
| 1Y | -9.6% | -5.3% | -4.3% | -15.8% |
| 3Y | +141.7% | +363.5% | -221.9% | -5.6% |
| 5Y | -29.5% | +858.2% | -887.7% | -83.1% |
| All | -45.4% | +907.8% | -953.2% | -87.1% |
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 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