+53.4%
CL vs CRS
+1,306.2%
-1,252.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.2% |
| 7D | -1.4% | -3.1% | +1.7% | -1.2% |
| 30D | -5.2% | -19.6% | +14.4% | -4.2% |
| 3M | +3.3% | -8.1% | +11.4% | +3.5% |
| 6M | -4.4% | +18.6% | -22.9% | -5.6% |
| YTD | +13.9% | +45.9% | -31.9% | +11.0% |
| 1Y | +7.6% | +82.5% | -74.8% | +3.3% |
| 3Y | +29.6% | +648.9% | -619.3% | +10.4% |
| 5Y | +28.1% | +1,438.1% | -1,410.1% | +1.2% |
| 10Y | +53.4% | +1,327.0% | -1,273.6% | +14.1% |
| All | +53.4% | +1,306.2% | -1,252.8% | +14.1% |
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