+1,412.7%
CRS vs AR
+43.0%
+1,369.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -0.5% | -1.2% | +0.6% | -0.2% |
| 30D | -18.1% | +5.5% | -23.6% | -19.4% |
| 3M | -12.4% | +12.9% | -25.3% | -15.9% |
| 6M | +15.9% | +0.1% | +15.9% | +14.0% |
| YTD | +45.8% | +13.5% | +32.3% | +37.8% |
| 1Y | +87.8% | +21.6% | +66.2% | +72.9% |
| 3Y | +648.7% | +46.0% | +602.7% | +537.0% |
| 5Y | +1,416.6% | +143.7% | +1,272.9% | +964.1% |
| 10Y | +1,412.7% | +44.3% | +1,368.4% | +977.5% |
| All | +1,412.7% | +43.0% | +1,369.7% | +977.5% |
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