+29.2%
TPR vs CRS
-7.1%
+36.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -1.1% | +7.4% | -8.6% | -2.6% |
| 30D | +15.1% | -21.2% | +36.3% | +19.6% |
| 3M | -13.4% | -43.3% | +29.9% | -3.2% |
| 6M | +1.4% | -29.4% | +30.7% | +3.2% |
| YTD | +4.8% | -4.7% | +9.4% | -0.1% |
| 1Y | +29.2% | -9.6% | +38.8% | +26.1% |
| All | +29.2% | -7.1% | +36.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling