+803.7%
B vs CRS
+10,171.0%
-9,367.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +9.4% | -16.6% | +26.1% | +12.7% |
| 3M | +5.0% | -3.5% | +8.5% | +5.3% |
| 6M | -3.5% | +15.4% | -19.0% | -6.3% |
| YTD | +4.5% | +51.2% | -46.7% | -3.3% |
| 1Y | +67.8% | +98.3% | -30.5% | +47.6% |
| 3Y | +196.7% | +651.5% | -454.8% | +102.2% |
| 5Y | +151.9% | +1,411.1% | -1,259.2% | +47.6% |
| 10Y | +202.2% | +1,424.3% | -1,222.2% | +55.0% |
| All | +803.7% | +10,171.0% | -9,367.3% | +280.3% |
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 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