+839.3%
CRS vs CAPR
-67.6%
+906.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.9% | +7.3% | -2.3% |
| 7D | +0.2% | +7.6% | -7.4% | 0.0% |
| 30D | -22.9% | +13.3% | -36.2% | -23.3% |
| 3M | -46.8% | +130.4% | -177.2% | -48.5% |
| 6M | -30.4% | -70.8% | +40.4% | -29.5% |
| YTD | -5.4% | -69.3% | +63.9% | -4.5% |
| 1Y | -9.0% | +59.5% | -68.5% | -18.2% |
| 3Y | +352.2% | +216.8% | +135.4% | +270.9% |
| 5Y | +852.2% | +152.7% | +699.5% | +669.0% |
| All | +839.3% | -67.6% | +906.9% | +589.6% |
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