+491.1%
COR vs CRS
+790.4%
-299.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.4% | +3.1% |
| 7D | +7.6% | +4.8% | +2.9% | +6.9% |
| 30D | +6.8% | -23.2% | +30.0% | +10.2% |
| 3M | +16.0% | -45.5% | +61.5% | +25.4% |
| 6M | +41.0% | -33.1% | +74.1% | +47.1% |
| YTD | +6.9% | -7.2% | +14.1% | +5.5% |
| 1Y | -1.0% | -10.0% | +9.0% | -2.0% |
| 3Y | +84.6% | +332.3% | -247.7% | +34.3% |
| 5Y | +203.3% | +801.9% | -598.6% | +82.6% |
| All | +491.1% | +790.4% | -299.4% | +235.1% |
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 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