+42.7%
CI vs CRS
+1,446.1%
-1,403.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +0.5% | -18.1% | +18.6% | +2.5% |
| 3M | -5.2% | -12.4% | +7.3% | -4.2% |
| 6M | +4.3% | +15.9% | -11.6% | +1.9% |
| YTD | +2.8% | +45.8% | -43.0% | -2.3% |
| 1Y | -5.8% | +87.8% | -93.6% | -13.2% |
| 3Y | +4.7% | +648.7% | -644.0% | -21.0% |
| 5Y | +42.7% | +1,416.6% | -1,373.9% | -7.7% |
| All | +42.7% | +1,446.1% | -1,403.4% | -7.7% |
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