+565.4%
CRS vs ALC
+30.4%
+535.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -4.3% |
| 7D | +4.8% | -1.1% | +5.9% | +5.3% |
| 30D | -23.2% | +16.0% | -39.2% | -29.9% |
| 3M | -45.5% | +0.8% | -46.3% | -46.4% |
| 6M | -33.1% | +16.8% | -49.9% | -40.2% |
| YTD | -7.2% | -5.5% | -1.7% | -7.1% |
| 1Y | -10.0% | -5.3% | -4.8% | -10.2% |
| 3Y | +332.3% | +4.1% | +328.2% | +289.1% |
| 5Y | +801.9% | -7.1% | +808.9% | +750.2% |
| All | +565.4% | +30.4% | +535.1% | +356.6% |
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