+245.6%
CRH vs CRS
+1,392.1%
-1,146.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -6.1% | -6.8% | +0.7% | -3.9% |
| 30D | -9.3% | -16.1% | +6.9% | -4.1% |
| 3M | -15.2% | -21.2% | +6.0% | -9.0% |
| 6M | -14.2% | +8.7% | -22.9% | -17.5% |
| YTD | -28.3% | +41.0% | -69.2% | -37.1% |
| 1Y | -21.8% | +82.7% | -104.4% | -38.0% |
| 3Y | +71.6% | +604.8% | -533.2% | -17.5% |
| 5Y | +96.6% | +1,384.7% | -1,288.1% | -30.9% |
| All | +245.6% | +1,392.1% | -1,146.4% | +4.1% |
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