+1,163.5%
C vs CRS
+10,171.0%
-9,007.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | +3.6% | -0.2% | +3.9% | +3.7% |
| 30D | +0.1% | -16.6% | +16.7% | +7.5% |
| 3M | +2.4% | -3.5% | +5.9% | +3.0% |
| 6M | +24.9% | +15.4% | +9.5% | +15.9% |
| YTD | +19.8% | +51.2% | -31.4% | -1.2% |
| 1Y | +44.9% | +98.3% | -53.4% | +4.5% |
| 3Y | +263.0% | +651.5% | -388.6% | +41.8% |
| 5Y | +129.5% | +1,411.1% | -1,281.6% | -38.4% |
| 10Y | +291.6% | +1,424.3% | -1,132.7% | -9.0% |
| All | +1,163.5% | +10,171.0% | -9,007.5% | +13.5% |
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