+19,269.7%
CMI vs CRS
+9,806.3%
+9,463.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -12.3% | -18.1% | +5.8% | -5.3% |
| 3M | -16.8% | -12.4% | -4.4% | -12.7% |
| 6M | +1.5% | +15.9% | -14.4% | -5.2% |
| YTD | +9.8% | +45.8% | -36.0% | -7.1% |
| 1Y | +42.6% | +87.8% | -45.2% | +7.5% |
| 3Y | +151.0% | +648.7% | -497.7% | +1.4% |
| 5Y | +167.0% | +1,416.6% | -1,249.6% | -24.7% |
| 10Y | +512.2% | +1,412.7% | -900.5% | +35.3% |
| All | +19,269.7% | +9,806.3% | +9,463.5% | +1,785.5% |
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