+103.2%
TOST vs CRS
+321.3%
-218.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | -1.7% | +11.1% | +9.8% |
| 30D | +13.5% | -28.8% | +42.3% | +21.4% |
| 3M | -0.1% | -50.0% | +49.9% | +16.4% |
| 6M | +22.5% | -39.2% | +61.7% | +34.1% |
| YTD | -2.4% | -11.4% | +9.1% | -6.2% |
| 1Y | -4.7% | -11.7% | +7.0% | -8.6% |
| 3Y | +103.2% | +319.6% | -216.4% | +15.6% |
| All | +103.2% | +321.3% | -218.1% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling