+322.0%
CMG vs CRS
+1,392.1%
-1,070.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.1% | -6.8% | +4.7% | -0.8% |
| 30D | +10.9% | -16.1% | +27.0% | +14.4% |
| 3M | +15.8% | -21.2% | +37.0% | +20.1% |
| 6M | +6.9% | +8.7% | -1.7% | +3.3% |
| YTD | -2.2% | +41.0% | -43.1% | -10.8% |
| 1Y | -7.1% | +82.7% | -89.7% | -20.2% |
| 3Y | -7.1% | +604.8% | -611.9% | -41.6% |
| 5Y | -4.8% | +1,384.7% | -1,389.5% | -50.7% |
| All | +322.0% | +1,392.1% | -1,070.0% | +101.9% |
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