+503.2%
CMI vs CRS
+1,392.1%
-888.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.6% |
| 7D | -0.7% | -6.8% | +6.0% | +1.3% |
| 30D | -12.4% | -16.1% | +3.7% | -7.8% |
| 3M | -14.8% | -21.2% | +6.4% | -8.9% |
| 6M | +0.8% | +8.7% | -7.9% | -2.1% |
| YTD | +10.2% | +41.0% | -30.8% | -1.2% |
| 1Y | +37.4% | +82.7% | -45.2% | +13.3% |
| 3Y | +153.3% | +604.8% | -451.5% | +35.4% |
| 5Y | +167.6% | +1,384.7% | -1,217.1% | +9.7% |
| All | +503.2% | +1,392.1% | -888.9% | +118.2% |
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 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