+9,723.8%
CRS vs AGI
+5,381.0%
+4,342.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -3.1% | +4.4% | -7.4% | -3.6% |
| 30D | -19.6% | +10.0% | -29.6% | -20.7% |
| 3M | -8.1% | +1.7% | -9.8% | -8.7% |
| 6M | +18.6% | -26.8% | +45.4% | +22.5% |
| YTD | +45.9% | -5.3% | +51.2% | +45.0% |
| 1Y | +82.5% | +11.5% | +71.0% | +77.0% |
| 3Y | +648.9% | +212.9% | +436.0% | +529.8% |
| 5Y | +1,438.1% | +388.8% | +1,049.3% | +1,111.0% |
| 10Y | +1,327.0% | +383.6% | +943.4% | +944.0% |
| All | +9,723.8% | +5,381.0% | +4,342.8% | +5,149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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