+1,339.5%
CRS vs CG
+321.9%
+1,017.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -0.9% |
| 7D | -4.1% | -9.8% | +5.7% | +1.6% |
| 30D | -16.6% | -10.3% | -6.3% | -11.6% |
| 3M | -14.3% | -1.7% | -12.6% | -14.4% |
| 6M | +11.6% | -9.8% | +21.4% | +16.6% |
| YTD | +42.6% | -25.6% | +68.2% | +63.7% |
| 1Y | +81.8% | -32.5% | +114.3% | +119.0% |
| 3Y | +632.1% | +45.6% | +586.4% | +421.3% |
| 5Y | +1,401.6% | +3.7% | +1,398.0% | +1,133.8% |
| All | +1,339.5% | +321.9% | +1,017.6% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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