+199.9%
B vs CRS
+1,409.1%
-1,209.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.3% |
| 7D | -5.0% | -4.1% | -0.9% | -4.6% |
| 30D | +8.7% | -16.6% | +25.3% | +10.7% |
| 3M | +17.3% | -14.3% | +31.6% | +19.0% |
| 6M | -5.0% | +11.6% | -16.6% | -6.3% |
| YTD | +1.4% | +42.6% | -41.1% | -2.2% |
| 1Y | +50.5% | +81.8% | -31.3% | +41.6% |
| 3Y | +194.4% | +632.1% | -437.7% | +142.2% |
| 5Y | +156.7% | +1,401.6% | -1,245.0% | +97.9% |
| All | +199.9% | +1,409.1% | -1,209.2% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling