+208.8%
C vs CRS
+849.0%
-640.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +1.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | -5.2% | -22.9% | +17.7% | +3.3% |
| 3M | -9.1% | -46.8% | +37.8% | +14.5% |
| 6M | -1.6% | -30.4% | +28.9% | +10.4% |
| YTD | +6.9% | -5.4% | +12.3% | +4.5% |
| 1Y | +23.0% | -9.0% | +31.9% | +21.8% |
| 3Y | +216.1% | +352.2% | -136.0% | +47.9% |
| 5Y | +112.2% | +852.2% | -740.0% | -35.0% |
| 10Y | +208.8% | +862.6% | -653.8% | -19.6% |
| All | +208.8% | +849.0% | -640.2% | -19.6% |
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 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