+3,994.3%
CMG vs CRS
+1,473.3%
+2,521.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -6.5% | -0.5% | -5.9% | -6.4% |
| 30D | +12.1% | -18.1% | +30.2% | +17.4% |
| 3M | +20.6% | -12.4% | +33.0% | +23.0% |
| 6M | +2.1% | +15.9% | -13.8% | -3.8% |
| YTD | -2.6% | +45.8% | -48.4% | -14.0% |
| 1Y | -8.7% | +87.8% | -96.4% | -25.2% |
| 3Y | -7.4% | +648.7% | -656.1% | -49.4% |
| 5Y | -5.7% | +1,416.6% | -1,422.3% | -59.4% |
| 10Y | +322.3% | +1,412.7% | -1,090.3% | +53.2% |
| All | +3,994.3% | +1,473.3% | +2,521.0% | +897.1% |
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