+690.2%
CRS vs COMP
-51.7%
+741.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.2% |
| 7D | +4.4% | +2.2% | +2.2% | +4.0% |
| 30D | -19.1% | +16.3% | -35.5% | -21.0% |
| 3M | -43.2% | -19.1% | -24.1% | -41.9% |
| 6M | -28.9% | +17.1% | -46.0% | -31.0% |
| YTD | -3.0% | -2.9% | 0.0% | -4.8% |
| 1Y | -5.3% | +8.8% | -14.1% | -8.5% |
| 3Y | +363.5% | +423.5% | -59.9% | +248.0% |
| 5Y | +858.2% | -10.5% | +868.6% | +725.4% |
| All | +690.2% | -51.7% | +741.9% | +612.0% |
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