+114.8%
ALL vs CRS
+1,394.1%
-1,279.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.2% | -2.0% |
| 7D | -1.7% | -3.1% | +1.4% | -1.4% |
| 30D | -4.7% | -19.6% | +14.9% | -2.6% |
| 3M | +18.4% | -8.1% | +26.5% | +18.8% |
| 6M | +20.5% | +18.6% | +1.9% | +16.9% |
| YTD | +23.5% | +45.9% | -22.3% | +16.3% |
| 1Y | +29.0% | +82.5% | -53.5% | +17.2% |
| 3Y | +153.7% | +648.9% | -495.2% | +74.5% |
| 5Y | +114.8% | +1,438.1% | -1,323.3% | +24.3% |
| All | +114.8% | +1,394.1% | -1,279.3% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling