+112.0%
CF vs CRS
+772.4%
-660.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | -1.7% | -1.5% | -3.1% |
| 30D | +4.3% | -28.8% | +33.1% | +7.8% |
| 3M | +2.8% | -50.0% | +52.8% | +10.7% |
| 6M | +0.6% | -39.2% | +39.8% | +5.0% |
| YTD | +56.6% | -11.4% | +68.1% | +51.1% |
| 1Y | +49.6% | -11.7% | +61.3% | +44.2% |
| 3Y | +61.5% | +319.6% | -258.2% | +4.4% |
| All | +112.0% | +772.4% | -660.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling