+911.5%
BE vs CRS
+862.1%
+49.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.4% |
| 7D | +20.0% | -0.2% | +20.2% | +20.2% |
| 30D | +7.9% | -16.6% | +24.5% | +19.0% |
| 3M | -13.2% | -3.5% | -9.7% | -11.0% |
| 6M | +53.5% | +15.4% | +38.0% | +41.5% |
| YTD | +191.0% | +51.2% | +139.8% | +129.6% |
| 1Y | +360.5% | +98.3% | +262.2% | +213.5% |
| 3Y | +1,568.0% | +651.5% | +916.5% | +434.9% |
| 5Y | +1,055.2% | +1,411.1% | -355.9% | +148.4% |
| All | +911.5% | +862.1% | +49.4% | +93.4% |
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