+11,570.3%
COST vs CRS
+9,585.9%
+1,984.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -2.5% | -4.1% | +1.6% | -1.9% |
| 30D | -4.4% | -16.6% | +12.1% | -1.8% |
| 3M | -8.1% | -14.3% | +6.2% | -6.4% |
| 6M | -9.2% | +11.6% | -20.8% | -11.9% |
| YTD | +5.1% | +42.6% | -37.5% | -2.2% |
| 1Y | -5.1% | +81.8% | -86.9% | -15.8% |
| 3Y | +70.4% | +632.1% | -561.7% | +16.6% |
| 5Y | +104.7% | +1,401.6% | -1,296.9% | +20.8% |
| 10Y | +608.8% | +1,379.0% | -770.2% | +274.2% |
| All | +11,570.3% | +9,585.9% | +1,984.4% | +3,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling