+153.8%
B vs CRS
+1,394.1%
-1,240.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | -0.9% |
| 7D | +2.3% | -3.1% | +5.4% | +2.8% |
| 30D | +1.4% | -19.6% | +21.0% | +4.7% |
| 3M | +12.2% | -8.1% | +20.3% | +13.3% |
| 6M | -2.1% | +18.6% | -20.7% | -4.9% |
| YTD | +2.9% | +45.9% | -42.9% | -2.9% |
| 1Y | +55.3% | +82.5% | -27.2% | +41.8% |
| 3Y | +198.7% | +648.9% | -450.2% | +117.3% |
| 5Y | +153.8% | +1,438.1% | -1,284.4% | +66.2% |
| All | +153.8% | +1,394.1% | -1,240.4% | +66.2% |
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