+150.9%
CI vs CRS
+882.2%
-731.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -1.3% | +4.4% | -5.7% | -2.2% |
| 30D | +6.4% | -19.1% | +25.5% | +9.6% |
| 3M | +10.7% | -43.2% | +53.9% | +21.5% |
| 6M | +5.5% | -28.9% | +34.3% | +10.2% |
| YTD | +11.4% | -3.0% | +14.4% | +8.7% |
| 1Y | +15.0% | -5.3% | +20.3% | +12.7% |
| 3Y | +9.0% | +363.5% | -354.6% | -27.3% |
| 5Y | +52.0% | +858.2% | -806.2% | -18.8% |
| 10Y | +150.9% | +862.9% | -712.0% | +21.1% |
| All | +150.9% | +882.2% | -731.3% | +21.1% |
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