+219.7%
CFG vs CRS
+849.0%
-629.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.4% |
| 30D | +2.8% | -22.9% | +25.7% | +12.6% |
| 3M | -10.1% | -46.8% | +36.8% | +15.4% |
| 6M | +3.2% | -30.4% | +33.6% | +15.9% |
| YTD | +14.2% | -5.4% | +19.6% | +9.6% |
| 1Y | +27.4% | -9.0% | +36.4% | +24.0% |
| 3Y | +187.6% | +352.2% | -164.6% | +19.9% |
| 5Y | +65.7% | +852.2% | -786.6% | -56.4% |
| 10Y | +219.7% | +862.6% | -642.9% | -28.1% |
| All | +219.7% | +849.0% | -629.3% | -28.1% |
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