+138.1%
CMS vs CRS
+849.0%
-710.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +7.4% | -22.9% | +30.3% | +9.0% |
| 3M | +1.9% | -46.8% | +48.7% | +6.1% |
| 6M | -2.3% | -30.4% | +28.1% | -0.5% |
| YTD | +3.0% | -5.4% | +8.3% | +2.3% |
| 1Y | -2.8% | -9.0% | +6.2% | -3.2% |
| 3Y | +37.9% | +352.2% | -314.2% | +17.7% |
| 5Y | +34.0% | +852.2% | -818.3% | +5.4% |
| 10Y | +138.1% | +862.6% | -724.5% | +70.2% |
| All | +138.1% | +849.0% | -710.9% | +70.2% |
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