+491.3%
BE vs CRS
+842.0%
-350.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.5% |
| 7D | +20.5% | +7.4% | +13.1% | +15.8% |
| 30D | -23.4% | -21.2% | -2.1% | -11.8% |
| 3M | -14.9% | -43.3% | +28.4% | +19.6% |
| 6M | -28.1% | -29.4% | +1.3% | -10.7% |
| YTD | +132.4% | -4.7% | +137.1% | +134.9% |
| 1Y | +59.4% | -9.6% | +68.9% | +67.9% |
| 3Y | +1,815.8% | +355.5% | +1,460.4% | +607.6% |
| 5Y | +491.3% | +826.6% | -335.2% | +24.2% |
| All | +491.3% | +842.0% | -350.7% | +24.2% |
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