+416.5%
TPR vs CRS
+321.3%
+95.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +14.2% | -1.7% | +15.9% | +14.5% |
| 30D | +17.1% | -28.8% | +45.9% | +25.2% |
| 3M | -17.7% | -50.0% | +32.3% | -4.9% |
| 6M | -10.2% | -39.2% | +29.0% | -1.9% |
| YTD | +4.9% | -11.4% | +16.3% | +4.5% |
| 1Y | +36.1% | -11.7% | +47.8% | +35.7% |
| 3Y | +416.5% | +319.6% | +96.8% | +301.0% |
| All | +416.5% | +321.3% | +95.1% | +301.0% |
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