+801.7%
CRS vs AR
+57.4%
+744.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +4.8% | +7.4% | -2.6% | +2.7% |
| 30D | -23.2% | +5.8% | -28.9% | -24.7% |
| 3M | -45.5% | +5.2% | -50.7% | -46.6% |
| 6M | -33.1% | +5.4% | -38.6% | -35.1% |
| YTD | -7.2% | +12.4% | -19.6% | -12.7% |
| 1Y | -10.0% | +12.8% | -22.8% | -15.7% |
| 3Y | +332.3% | +47.2% | +285.1% | +265.5% |
| 5Y | +801.9% | +101.1% | +700.7% | +564.7% |
| All | +801.7% | +57.4% | +744.4% | +556.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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