+852.9%
CRS vs CAPR
+160.6%
+692.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +9.4% | +0.3% | +9.6% |
| 7D | +4.9% | +36.0% | -31.1% | +4.5% |
| 30D | -20.8% | +25.8% | -46.6% | -21.1% |
| 3M | -46.4% | +140.8% | -187.3% | -47.3% |
| 6M | -28.6% | -67.6% | +39.0% | -28.3% |
| YTD | -2.8% | -65.9% | +63.0% | -2.6% |
| 1Y | -6.7% | +66.1% | -72.8% | -10.7% |
| 3Y | +368.0% | +256.9% | +111.1% | +283.3% |
| 5Y | +852.9% | +172.1% | +680.8% | +659.9% |
| All | +852.9% | +160.6% | +692.3% | +659.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling