+895.2%
CRS vs AR
-27.2%
+922.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.2% | +2.5% | -2.7% | -0.9% |
| 30D | -16.6% | +14.8% | -31.4% | -19.9% |
| 3M | -3.5% | +6.2% | -9.7% | -5.7% |
| 6M | +15.4% | +4.3% | +11.2% | +12.1% |
| YTD | +51.2% | +14.4% | +36.8% | +42.5% |
| 1Y | +98.3% | +21.3% | +77.0% | +82.6% |
| 3Y | +651.5% | +39.8% | +611.7% | +546.5% |
| 5Y | +1,411.1% | +142.1% | +1,269.0% | +958.0% |
| 10Y | +1,424.3% | +52.0% | +1,372.3% | +917.9% |
| All | +895.2% | -27.2% | +922.4% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling