+1,323.2%
CRS vs ALM
+2,589.2%
-1,266.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.8% |
| 7D | -6.8% | -11.8% | +5.1% | -6.3% |
| 30D | -16.1% | +7.8% | -23.9% | -16.6% |
| 3M | -21.2% | -9.3% | -11.9% | -21.1% |
| 6M | +8.7% | -30.5% | +39.2% | +9.4% |
| YTD | +41.0% | +75.8% | -34.9% | +37.1% |
| 1Y | +82.7% | +241.2% | -158.5% | +73.1% |
| 3Y | +604.8% | +1,872.6% | -1,267.8% | +529.7% |
| 5Y | +1,384.7% | +849.6% | +535.1% | +1,242.3% |
| All | +1,323.2% | +2,589.2% | -1,266.0% | +1,267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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