+801.7%
CRS vs CAPR
-65.7%
+867.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.3% | -2.5% |
| 7D | +4.8% | +5.9% | -1.1% | +4.5% |
| 30D | -23.2% | +44.6% | -67.8% | -24.1% |
| 3M | -45.5% | +126.4% | -171.9% | -47.2% |
| 6M | -33.1% | -68.6% | +35.5% | -32.4% |
| YTD | -7.2% | -67.0% | +59.8% | -6.6% |
| 1Y | -10.0% | +65.2% | -75.2% | -19.1% |
| 3Y | +332.3% | +235.6% | +96.8% | +254.1% |
| 5Y | +801.9% | +175.4% | +626.4% | +626.1% |
| All | +801.7% | -65.7% | +867.4% | +540.0% |
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