+216.8%
CB vs CRS
+1,306.2%
-1,089.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.8% |
| 7D | -0.6% | -3.1% | +2.4% | -0.1% |
| 30D | -3.9% | -19.6% | +15.7% | -0.2% |
| 3M | +4.9% | -8.1% | +13.0% | +5.8% |
| 6M | +3.3% | +18.6% | -15.3% | -1.4% |
| YTD | +8.5% | +45.9% | -37.3% | -0.9% |
| 1Y | +22.1% | +82.5% | -60.4% | +5.8% |
| 3Y | +70.1% | +648.9% | -578.8% | +3.7% |
| 5Y | +97.4% | +1,438.1% | -1,340.7% | -3.3% |
| 10Y | +216.8% | +1,327.0% | -1,110.2% | +39.1% |
| All | +216.8% | +1,306.2% | -1,089.3% | +39.1% |
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