+56.7%
TOST vs CRS
+660.4%
-603.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.4% | -16.6% | +14.2% | +2.1% |
| 3M | +34.6% | -3.5% | +38.1% | +34.0% |
| 6M | +15.2% | +15.4% | -0.2% | +8.1% |
| YTD | -4.4% | +51.2% | -55.6% | -18.6% |
| 1Y | -17.4% | +98.3% | -115.7% | -37.4% |
| All | +56.7% | +660.4% | -603.7% | -26.7% |
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 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