+142.3%
CI vs CRS
+1,409.1%
-1,266.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | -1.3% | -4.1% | +2.8% | -0.6% |
| 30D | +3.1% | -16.6% | +19.7% | +6.6% |
| 3M | -4.5% | -14.3% | +9.8% | -2.3% |
| 6M | +8.3% | +11.6% | -3.3% | +4.6% |
| YTD | +3.8% | +42.6% | -38.8% | -4.6% |
| 1Y | -5.0% | +81.8% | -86.8% | -17.5% |
| 3Y | +5.8% | +632.1% | -626.3% | -34.7% |
| 5Y | +50.6% | +1,401.6% | -1,351.0% | -25.4% |
| All | +142.3% | +1,409.1% | -1,266.8% | +7.0% |
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