+619.9%
CF vs CRS
+1,345.8%
-725.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +14.3% | -18.1% | +32.4% | +21.4% |
| 3M | +27.9% | -12.4% | +40.3% | +31.5% |
| 6M | +25.5% | +15.9% | +9.6% | +14.6% |
| YTD | +81.2% | +45.8% | +35.4% | +50.9% |
| 1Y | +66.5% | +87.8% | -21.2% | +24.1% |
| 3Y | +76.7% | +648.7% | -572.1% | -31.1% |
| 5Y | +237.8% | +1,416.6% | -1,178.8% | -11.7% |
| 10Y | +619.9% | +1,412.7% | -792.8% | +54.5% |
| All | +619.9% | +1,345.8% | -725.9% | +54.5% |
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