+487.0%
CF vs CRS
+967.2%
-480.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.8% | -3.0% |
| 7D | -0.9% | +4.9% | -5.8% | -2.6% |
| 30D | +6.9% | -20.8% | +27.8% | +13.0% |
| 3M | +4.8% | -46.4% | +51.3% | +24.9% |
| 6M | +4.7% | -28.6% | +33.2% | +11.7% |
| YTD | +56.5% | -2.8% | +59.3% | +45.5% |
| 1Y | +48.4% | -6.7% | +55.1% | +39.6% |
| 3Y | +59.1% | +368.0% | -308.9% | -28.2% |
| 5Y | +109.5% | +852.9% | -743.4% | -37.1% |
| 10Y | +487.0% | +905.1% | -418.1% | +46.4% |
| All | +487.0% | +967.2% | -480.2% | +46.4% |
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