+3,834.6%
ALL vs CRS
+4,705.2%
-870.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.0% |
| 7D | +5.0% | +4.8% | +0.3% | +3.7% |
| 30D | +13.3% | -23.2% | +36.5% | +19.0% |
| 3M | +3.2% | -45.5% | +48.7% | +17.0% |
| 6M | +25.3% | -33.1% | +58.5% | +34.1% |
| YTD | +30.5% | -7.2% | +37.7% | +27.4% |
| 1Y | +29.2% | -10.0% | +39.2% | +26.9% |
| 3Y | +119.1% | +332.3% | -213.2% | +37.2% |
| 5Y | +162.6% | +801.9% | -639.2% | +30.1% |
| 10Y | +378.8% | +820.9% | -442.2% | +107.5% |
| All | +3,834.6% | +4,705.2% | -870.6% | +968.5% |
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