+801.7%
CRS vs ALM
+2,100.8%
-1,299.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -3.1% |
| 7D | +4.8% | +1.2% | +3.5% | +4.7% |
| 30D | -23.2% | -19.3% | -3.8% | -22.3% |
| 3M | -45.5% | -40.6% | -4.9% | -44.2% |
| 6M | -33.1% | -57.9% | +24.8% | -30.8% |
| YTD | -7.2% | -6.7% | -0.5% | -7.0% |
| 1Y | -10.0% | +20.2% | -30.2% | -10.7% |
| 3Y | +332.3% | +879.4% | -547.1% | +300.2% |
| 5Y | +801.9% | +415.3% | +386.6% | +740.9% |
| All | +801.7% | +2,100.8% | -1,299.1% | +839.2% |
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