+180.9%
COR vs CRS
+1,446.1%
-1,265.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | -0.5% | -3.3% | -3.9% |
| 30D | -0.3% | -18.1% | +17.8% | +0.7% |
| 3M | +15.9% | -12.4% | +28.3% | +16.4% |
| 6M | -10.3% | +15.9% | -26.2% | -11.7% |
| YTD | -3.7% | +45.8% | -49.5% | -6.7% |
| 1Y | +9.1% | +87.8% | -78.7% | +3.8% |
| 3Y | +86.6% | +648.7% | -562.2% | +53.6% |
| 5Y | +180.9% | +1,416.6% | -1,235.7% | +103.5% |
| All | +180.9% | +1,446.1% | -1,265.2% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling