+311.2%
TPR vs CRS
+1,306.2%
-995.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -2.3% |
| 7D | -3.4% | -3.1% | -0.3% | -2.2% |
| 30D | -27.3% | -19.6% | -7.7% | -21.0% |
| 3M | -16.2% | -8.1% | -8.2% | -14.7% |
| 6M | -17.9% | +18.6% | -36.5% | -25.2% |
| YTD | -7.1% | +45.9% | -53.0% | -22.9% |
| 1Y | +13.6% | +82.5% | -68.9% | -15.6% |
| 3Y | +293.7% | +648.9% | -355.1% | +46.1% |
| 5Y | +239.1% | +1,438.1% | -1,199.0% | -16.3% |
| 10Y | +311.2% | +1,327.0% | -1,015.8% | -7.2% |
| All | +311.2% | +1,306.2% | -995.0% | -7.2% |
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