+395.2%
COR vs CRS
+1,392.1%
-996.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.8% | -6.8% | +3.9% | -1.9% |
| 30D | +2.6% | -16.1% | +18.7% | +5.0% |
| 3M | +14.5% | -21.2% | +35.6% | +17.8% |
| 6M | -7.8% | +8.7% | -16.5% | -10.1% |
| YTD | -4.2% | +41.0% | -45.2% | -10.4% |
| 1Y | +7.0% | +82.7% | -75.7% | -4.4% |
| 3Y | +85.5% | +604.8% | -519.3% | +25.9% |
| 5Y | +181.2% | +1,384.7% | -1,203.5% | +57.6% |
| All | +395.2% | +1,392.1% | -996.9% | +151.7% |
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