+862.6%
CRS vs AR
+52.4%
+810.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.6% | +5.7% |
| 7D | +0.2% | -5.8% | +6.0% | +1.9% |
| 30D | -22.9% | +4.8% | -27.7% | -24.2% |
| 3M | -46.8% | +1.5% | -48.4% | -47.4% |
| 6M | -30.4% | +4.7% | -35.1% | -32.3% |
| YTD | -5.4% | +9.2% | -14.6% | -10.2% |
| 1Y | -9.0% | +11.2% | -20.2% | -14.4% |
| 3Y | +352.2% | +46.2% | +305.9% | +283.1% |
| 5Y | +852.2% | +98.1% | +754.2% | +605.0% |
| 10Y | +862.6% | +54.5% | +808.1% | +607.6% |
| All | +862.6% | +52.4% | +810.2% | +607.6% |
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