+4,850.5%
CL vs CRS
+10,171.0%
-5,320.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.6% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -4.8% | -16.6% | +11.8% | -3.2% |
| 3M | +4.9% | -3.5% | +8.4% | +4.9% |
| 6M | -5.7% | +15.4% | -21.2% | -7.6% |
| YTD | +14.4% | +51.2% | -36.8% | +9.0% |
| 1Y | +8.7% | +98.3% | -89.5% | +0.3% |
| 3Y | +30.0% | +651.5% | -621.6% | +1.8% |
| 5Y | +28.4% | +1,411.1% | -1,382.8% | -9.1% |
| 10Y | +50.1% | +1,424.3% | -1,374.3% | -1.6% |
| All | +4,850.5% | +10,171.0% | -5,320.6% | +2,032.9% |
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