+2,005.0%
CLS vs CRS
+864.2%
+1,140.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +7.3% |
| 7D | +2.8% | +4.4% | -1.6% | +1.0% |
| 30D | -30.1% | -19.1% | -10.9% | -23.3% |
| 3M | -21.7% | -43.2% | +21.5% | +1.1% |
| 6M | -36.2% | -28.9% | -7.4% | -25.6% |
| YTD | -17.8% | -3.0% | -14.8% | -16.5% |
| 1Y | -26.8% | -5.3% | -21.5% | -24.5% |
| 3Y | +853.4% | +363.5% | +489.8% | +438.3% |
| 5Y | +2,005.0% | +858.2% | +1,146.9% | +766.4% |
| All | +2,005.0% | +864.2% | +1,140.8% | +766.4% |
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