+1,003.0%
BE vs CRS
+797.1%
+205.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +7.3% |
| 7D | +9.0% | -6.8% | +15.8% | +13.1% |
| 30D | +16.3% | -16.1% | +32.4% | +27.8% |
| 3M | +10.8% | -21.2% | +32.0% | +26.7% |
| 6M | +73.2% | +8.7% | +64.5% | +64.2% |
| YTD | +217.4% | +41.0% | +176.4% | +159.6% |
| 1Y | +309.8% | +82.7% | +227.1% | +191.6% |
| 3Y | +1,726.2% | +604.8% | +1,121.4% | +505.5% |
| 5Y | +1,306.2% | +1,384.7% | -78.5% | +205.3% |
| All | +1,003.0% | +797.1% | +205.9% | +118.7% |
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