+7,716.4%
TPR vs CRS
+5,050.0%
+2,666.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -23.0% | -16.6% | -6.3% | -17.7% |
| 3M | -12.5% | -3.5% | -9.0% | -12.6% |
| 6M | -21.4% | +15.4% | -36.9% | -27.3% |
| YTD | -3.5% | +51.2% | -54.7% | -20.4% |
| 1Y | +17.4% | +98.3% | -80.9% | -14.6% |
| 3Y | +291.3% | +651.5% | -360.3% | +55.5% |
| 5Y | +241.9% | +1,411.1% | -1,169.2% | -3.5% |
| 10Y | +322.7% | +1,424.3% | -1,101.7% | +5.3% |
| All | +7,716.4% | +5,050.0% | +2,666.4% | +774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling