+1,416.6%
CRS vs CG
+5.5%
+1,411.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.8% |
| 7D | -0.5% | -6.4% | +5.9% | +2.5% |
| 30D | -18.1% | -7.1% | -11.0% | -15.6% |
| 3M | -12.4% | -1.6% | -10.9% | -12.5% |
| 6M | +15.9% | -8.3% | +24.3% | +19.4% |
| YTD | +45.8% | -23.8% | +69.6% | +61.7% |
| 1Y | +87.8% | -28.7% | +116.5% | +113.5% |
| 3Y | +648.7% | +49.2% | +599.6% | +471.8% |
| 5Y | +1,416.6% | +5.5% | +1,411.1% | +1,162.1% |
| All | +1,416.6% | +5.5% | +1,411.1% | +1,162.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling