+801.7%
CRS vs DAR
+311.7%
+490.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.3% |
| 7D | +4.8% | +11.6% | -6.8% | -1.2% |
| 30D | -23.2% | -10.2% | -12.9% | -18.2% |
| 3M | -45.5% | -14.8% | -30.7% | -40.8% |
| 6M | -33.1% | -10.1% | -23.0% | -30.5% |
| YTD | -7.2% | +55.5% | -62.7% | -30.2% |
| 1Y | -10.0% | +61.7% | -71.7% | -34.0% |
| 3Y | +332.3% | +37.2% | +295.2% | +214.4% |
| 5Y | +801.9% | -26.9% | +828.8% | +821.7% |
| All | +801.7% | +311.7% | +490.0% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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