+1,438.1%
CRS vs CAPR
+87.6%
+1,350.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -3.5% |
| 7D | -3.1% | -9.5% | +6.4% | -2.9% |
| 30D | -19.6% | +121.5% | -141.1% | -20.7% |
| 3M | -8.1% | -65.4% | +57.3% | -7.7% |
| 6M | +18.6% | -67.5% | +86.1% | +19.1% |
| YTD | +45.9% | -68.6% | +114.5% | +46.5% |
| 1Y | +82.5% | +42.7% | +39.8% | +75.5% |
| 3Y | +648.9% | +43.4% | +605.5% | +557.5% |
| 5Y | +1,438.1% | +86.0% | +1,352.1% | +1,140.6% |
| All | +1,438.1% | +87.6% | +1,350.5% | +1,140.6% |
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 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