+246.7%
CB vs CRS
+849.0%
-602.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | +8.2% | -22.9% | +31.1% | +12.4% |
| 3M | +6.3% | -46.8% | +53.1% | +17.9% |
| 6M | +16.2% | -30.4% | +46.6% | +21.7% |
| YTD | +19.3% | -5.4% | +24.7% | +16.5% |
| 1Y | +29.2% | -9.0% | +38.2% | +26.9% |
| 3Y | +71.4% | +352.2% | -280.7% | +13.1% |
| 5Y | +104.2% | +852.2% | -748.0% | +7.0% |
| 10Y | +246.7% | +862.6% | -616.0% | +61.8% |
| All | +246.7% | +849.0% | -602.3% | +61.8% |
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