+1,350.3%
CRS vs BR
+8.0%
+1,342.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -6.8% | -3.0% | -3.8% | -5.5% |
| 30D | -16.1% | -0.3% | -15.8% | -16.3% |
| 3M | -21.2% | +17.3% | -38.5% | -27.6% |
| 6M | +8.7% | -6.7% | +15.4% | +11.8% |
| YTD | +41.0% | -23.4% | +64.4% | +61.9% |
| 1Y | +82.7% | -32.7% | +115.3% | +128.2% |
| 3Y | +604.8% | -5.9% | +610.7% | +591.5% |
| All | +1,350.3% | +8.0% | +1,342.3% | +1,079.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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