+655.7%
CRS vs COMP
-52.0%
+707.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | -23.2% | +16.6% | -39.7% | -25.0% |
| 3M | -45.5% | -23.5% | -22.0% | -43.8% |
| 6M | -33.1% | +25.7% | -58.9% | -35.7% |
| YTD | -7.2% | -3.4% | -3.8% | -8.9% |
| 1Y | -10.0% | +7.6% | -17.6% | -12.9% |
| 3Y | +332.3% | +423.6% | -91.3% | +224.6% |
| 5Y | +801.9% | -10.6% | +812.5% | +677.2% |
| All | +655.7% | -52.0% | +707.7% | +581.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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