+122.2%
CMS vs CRS
+1,345.8%
-1,223.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | -1.3% | -18.1% | +16.8% | +0.1% |
| 3M | -5.4% | -12.4% | +7.1% | -4.7% |
| 6M | -10.3% | +15.9% | -26.3% | -11.7% |
| YTD | -0.2% | +45.8% | -46.1% | -3.5% |
| 1Y | -0.9% | +87.8% | -88.6% | -6.1% |
| 3Y | +34.0% | +648.7% | -614.8% | +10.9% |
| 5Y | +23.6% | +1,416.6% | -1,393.1% | -5.2% |
| 10Y | +122.2% | +1,412.7% | -1,290.4% | +52.3% |
| All | +122.2% | +1,345.8% | -1,223.5% | +52.3% |
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