+14,817.8%
CAH vs CRS
+9,808.7%
+5,009.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.1% |
| 7D | +0.5% | -3.1% | +3.5% | +1.0% |
| 30D | +1.7% | -19.6% | +21.3% | +5.7% |
| 3M | +17.9% | -8.1% | +25.9% | +19.1% |
| 6M | +10.9% | +18.6% | -7.6% | +6.4% |
| YTD | +17.9% | +45.9% | -28.0% | +8.6% |
| 1Y | +61.7% | +82.5% | -20.8% | +41.9% |
| 3Y | +183.7% | +648.9% | -465.2% | +84.2% |
| 5Y | +401.3% | +1,438.1% | -1,036.8% | +173.9% |
| 10Y | +293.7% | +1,327.0% | -1,033.3% | +99.7% |
| All | +14,817.8% | +9,808.7% | +5,009.2% | +4,680.6% |
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 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