+6,432.7%
TRV vs CRS
+9,806.3%
-3,373.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -2.3% | -18.1% | +15.8% | +1.8% |
| 3M | +22.7% | -12.4% | +35.1% | +25.4% |
| 6M | +21.9% | +15.9% | +6.0% | +16.4% |
| YTD | +27.5% | +45.8% | -18.4% | +15.1% |
| 1Y | +36.2% | +87.8% | -51.5% | +15.2% |
| 3Y | +140.6% | +648.7% | -508.1% | +42.4% |
| 5Y | +154.5% | +1,416.6% | -1,262.1% | +22.5% |
| 10Y | +295.4% | +1,412.7% | -1,117.3% | +70.2% |
| All | +6,432.7% | +9,806.3% | -3,373.6% | +1,491.0% |
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 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