+6,706.3%
CME vs CRS
+10,343.5%
-3,637.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.3% |
| 7D | -2.9% | -3.1% | +0.2% | -2.2% |
| 30D | +5.5% | -19.6% | +25.1% | +10.7% |
| 3M | +11.0% | -8.1% | +19.1% | +12.1% |
| 6M | -9.7% | +18.6% | -28.3% | -15.1% |
| YTD | +4.9% | +45.9% | -41.0% | -6.6% |
| 1Y | +10.1% | +82.5% | -72.4% | -8.3% |
| 3Y | +53.5% | +648.9% | -595.4% | -16.0% |
| 5Y | +77.2% | +1,438.1% | -1,361.0% | -25.1% |
| 10Y | +282.1% | +1,327.0% | -1,044.9% | +38.1% |
| All | +6,706.3% | +10,343.5% | -3,637.1% | +1,387.3% |
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