+5,401.4%
CL vs CRS
+6,329.0%
-927.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +11.8% | -22.9% | +34.6% | +14.0% |
| 3M | +5.9% | -46.8% | +52.8% | +11.8% |
| 6M | +13.3% | -30.4% | +43.8% | +16.2% |
| YTD | +27.1% | -5.4% | +32.5% | +25.9% |
| 1Y | +28.0% | -9.0% | +37.0% | +27.2% |
| 3Y | +39.4% | +352.2% | -312.8% | +14.2% |
| 5Y | +40.8% | +852.2% | -811.5% | +3.8% |
| 10Y | +84.9% | +862.6% | -777.7% | +26.4% |
| All | +5,401.4% | +6,329.0% | -927.6% | +2,364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling