+7,715.0%
CME vs CRS
+6,543.9%
+1,171.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.4% |
| 7D | +3.9% | +4.8% | -0.8% | +2.7% |
| 30D | +11.3% | -23.2% | +34.5% | +16.7% |
| 3M | +19.6% | -45.5% | +65.1% | +35.2% |
| 6M | +8.1% | -33.1% | +41.2% | +15.3% |
| YTD | +20.4% | -7.2% | +27.6% | +17.1% |
| 1Y | +16.5% | -10.0% | +26.5% | +14.0% |
| 3Y | +66.4% | +332.3% | -265.9% | +2.5% |
| 5Y | +74.5% | +801.9% | -727.4% | -17.2% |
| 10Y | +308.5% | +820.9% | -512.5% | +62.0% |
| All | +7,715.0% | +6,543.9% | +1,171.1% | +1,766.3% |
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