+251.7%
CB vs CRS
+790.4%
-538.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.5% |
| 7D | +2.9% | +4.8% | -1.8% | +2.0% |
| 30D | +7.3% | -23.2% | +30.5% | +11.5% |
| 3M | +9.4% | -45.5% | +54.9% | +20.8% |
| 6M | +19.6% | -33.1% | +52.7% | +26.2% |
| YTD | +21.5% | -7.2% | +28.7% | +19.0% |
| 1Y | +28.0% | -10.0% | +38.0% | +26.0% |
| 3Y | +74.9% | +332.3% | -257.4% | +16.4% |
| 5Y | +108.1% | +801.9% | -693.7% | +10.4% |
| All | +251.7% | +790.4% | -538.8% | +65.1% |
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