+935.3%
CRS vs BR
+1,282.8%
-347.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.1% | -6.0% | +1.9% | -0.1% |
| 30D | -16.6% | -0.9% | -15.7% | -16.5% |
| 3M | -14.3% | +16.4% | -30.6% | -24.4% |
| 6M | +11.6% | -8.2% | +19.8% | +14.5% |
| YTD | +42.6% | -23.2% | +65.8% | +63.6% |
| 1Y | +81.8% | -30.9% | +112.7% | +124.5% |
| 3Y | +632.1% | -5.0% | +637.0% | +606.1% |
| 5Y | +1,401.6% | +8.8% | +1,392.9% | +1,183.4% |
| 10Y | +1,379.0% | +190.1% | +1,188.9% | +495.3% |
| All | +935.3% | +1,282.8% | -347.6% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling