+945.7%
CRS vs ALC
+20.4%
+925.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -0.5% | -5.3% | +4.7% | +2.5% |
| 30D | -18.1% | -7.1% | -11.0% | -14.8% |
| 3M | -12.4% | +0.8% | -13.2% | -13.7% |
| 6M | +15.9% | -16.0% | +31.9% | +26.4% |
| YTD | +45.8% | -12.7% | +58.6% | +54.5% |
| 1Y | +87.8% | -12.8% | +100.6% | +97.9% |
| 3Y | +648.7% | -15.8% | +664.6% | +677.7% |
| 5Y | +1,416.6% | -16.7% | +1,433.3% | +1,442.0% |
| All | +945.7% | +20.4% | +925.4% | +659.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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