+801.7%
CRS vs A
+302.9%
+498.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +4.8% | -0.5% | +5.2% | +5.2% |
| 30D | -23.2% | 0.0% | -23.2% | -22.9% |
| 3M | -45.5% | +16.7% | -62.2% | -50.2% |
| 6M | -33.1% | +54.8% | -87.9% | -49.0% |
| YTD | -7.2% | +28.8% | -36.0% | -21.5% |
| 1Y | -10.0% | +19.3% | -29.3% | -20.4% |
| 3Y | +332.3% | +65.5% | +266.8% | +198.5% |
| 5Y | +801.9% | +12.1% | +789.8% | +681.0% |
| All | +801.7% | +302.9% | +498.9% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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