+7,663.4%
CME vs CRS
+6,846.7%
+816.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.6% |
| 7D | +2.5% | +4.4% | -1.9% | +1.3% |
| 30D | +13.9% | -19.1% | +33.1% | +18.1% |
| 3M | +22.4% | -43.2% | +65.6% | +37.1% |
| 6M | +12.9% | -28.9% | +41.8% | +18.8% |
| YTD | +19.6% | -3.0% | +22.6% | +15.3% |
| 1Y | +17.7% | -5.3% | +23.0% | +13.8% |
| 3Y | +65.3% | +363.5% | -298.2% | +0.1% |
| 5Y | +75.1% | +858.2% | -783.0% | -18.1% |
| 10Y | +305.8% | +862.9% | -557.1% | +59.4% |
| All | +7,663.4% | +6,846.7% | +816.7% | +1,736.2% |
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