+1,227.8%
BE vs CRS
+1,446.1%
-218.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | +23.9% | -0.5% | +24.5% | +24.2% |
| 30D | +27.8% | -18.1% | +45.9% | +43.6% |
| 3M | +3.7% | -12.4% | +16.2% | +12.9% |
| 6M | +78.0% | +15.9% | +62.0% | +61.5% |
| YTD | +209.9% | +45.8% | +164.1% | +143.2% |
| 1Y | +389.6% | +87.8% | +301.8% | +231.0% |
| 3Y | +1,730.6% | +648.7% | +1,081.9% | +408.4% |
| 5Y | +1,227.8% | +1,416.6% | -188.8% | +128.6% |
| All | +1,227.8% | +1,446.1% | -218.3% | +128.6% |
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