+3,716.0%
ALL vs CRS
+7,729.5%
-4,013.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -1.5% | -16.6% | +15.1% | +2.6% |
| 3M | +23.6% | -3.5% | +27.1% | +23.5% |
| 6M | +22.3% | +15.4% | +6.9% | +16.1% |
| YTD | +26.5% | +51.2% | -24.7% | +11.8% |
| 1Y | +27.0% | +98.3% | -71.3% | +3.9% |
| 3Y | +149.6% | +651.5% | -502.0% | +38.7% |
| 5Y | +118.1% | +1,411.1% | -1,293.0% | -3.2% |
| 10Y | +369.0% | +1,424.3% | -1,055.4% | +81.7% |
| All | +3,716.0% | +7,729.5% | -4,013.5% | +837.9% |
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