+1,412.7%
CRS vs CAPR
-77.3%
+1,489.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | -0.5% | -12.6% | +12.1% | -0.2% |
| 30D | -18.1% | +124.4% | -142.5% | -20.4% |
| 3M | -12.4% | -66.8% | +54.3% | -11.4% |
| 6M | +15.9% | -71.8% | +87.7% | +17.8% |
| YTD | +45.8% | -70.1% | +115.9% | +47.7% |
| 1Y | +87.8% | +33.3% | +54.4% | +70.1% |
| 3Y | +648.7% | +36.7% | +612.0% | +536.9% |
| 5Y | +1,416.6% | +72.5% | +1,344.2% | +1,145.3% |
| 10Y | +1,412.7% | -77.3% | +1,489.9% | +1,062.6% |
| All | +1,412.7% | -77.3% | +1,489.9% | +1,062.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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