+303.4%
CME vs CRS
+790.4%
-487.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.1% |
| 7D | +3.9% | +4.8% | -0.8% | +3.4% |
| 30D | +11.3% | -23.2% | +34.5% | +14.0% |
| 3M | +19.6% | -45.5% | +65.1% | +27.2% |
| 6M | +8.1% | -33.1% | +41.2% | +11.6% |
| YTD | +20.4% | -7.2% | +27.6% | +18.2% |
| 1Y | +16.5% | -10.0% | +26.5% | +14.7% |
| 3Y | +66.4% | +332.3% | -265.9% | +23.7% |
| 5Y | +74.5% | +801.9% | -727.4% | +9.2% |
| All | +303.4% | +790.4% | -487.1% | +118.0% |
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