-27.7%
TOST vs CRS
+800.5%
-828.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.1% | +4.4% |
| 7D | 0.0% | +4.8% | -4.7% | -1.9% |
| 30D | +16.2% | -23.2% | +39.4% | +25.4% |
| 3M | -1.5% | -45.5% | +44.0% | +20.7% |
| 6M | +55.3% | -33.1% | +88.4% | +72.7% |
| YTD | -2.3% | -7.2% | +4.9% | -8.5% |
| 1Y | -5.5% | -10.0% | +4.5% | -10.5% |
| 3Y | +151.1% | +332.3% | -181.2% | -0.4% |
| All | -27.7% | +800.5% | -828.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling