+207.0%
C vs CRS
+790.4%
-583.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +1.0% |
| 7D | +4.2% | +4.8% | -0.6% | +2.1% |
| 30D | +2.0% | -23.2% | +25.2% | +11.3% |
| 3M | -10.1% | -45.5% | +35.4% | +12.1% |
| 6M | +1.0% | -33.1% | +34.1% | +15.1% |
| YTD | +8.5% | -7.2% | +15.7% | +6.8% |
| 1Y | +25.7% | -10.0% | +35.8% | +25.1% |
| 3Y | +216.0% | +332.3% | -116.3% | +50.6% |
| 5Y | +112.3% | +801.9% | -689.6% | -33.4% |
| All | +207.0% | +790.4% | -583.4% | -18.3% |
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