+25,808.1%
CAT vs CRS
+10,171.0%
+15,637.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -6.6% | -16.6% | +10.1% | -0.3% |
| 3M | -13.3% | -3.5% | -9.8% | -12.3% |
| 6M | +11.6% | +15.4% | -3.8% | +5.4% |
| YTD | +42.9% | +51.2% | -8.2% | +21.6% |
| 1Y | +95.4% | +98.3% | -2.9% | +48.3% |
| 3Y | +196.6% | +651.5% | -455.0% | +30.4% |
| 5Y | +321.7% | +1,411.1% | -1,089.5% | +35.3% |
| 10Y | +1,140.8% | +1,424.3% | -283.6% | +240.3% |
| All | +25,808.1% | +10,171.0% | +15,637.1% | +3,101.9% |
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