+1,438.1%
CRS vs AR
+140.6%
+1,297.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -3.1% | -1.8% | -1.2% | -2.6% |
| 30D | -19.6% | +12.6% | -32.2% | -22.4% |
| 3M | -8.1% | +10.0% | -18.1% | -11.1% |
| 6M | +18.6% | +0.6% | +17.9% | +16.4% |
| YTD | +45.9% | +13.4% | +32.5% | +37.2% |
| 1Y | +82.5% | +21.7% | +60.8% | +66.6% |
| 3Y | +648.9% | +45.8% | +603.1% | +527.5% |
| 5Y | +1,438.1% | +144.3% | +1,293.9% | +933.2% |
| All | +1,438.1% | +140.6% | +1,297.5% | +933.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling