+1,339.5%
CRS vs DAR
+375.1%
+964.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.3% |
| 7D | -4.1% | +0.9% | -5.1% | -4.7% |
| 30D | -16.6% | +6.4% | -23.0% | -19.8% |
| 3M | -14.3% | +13.2% | -27.5% | -21.3% |
| 6M | +11.6% | +26.2% | -14.6% | -4.6% |
| YTD | +42.6% | +84.4% | -41.8% | -2.3% |
| 1Y | +81.8% | +112.0% | -30.2% | +14.4% |
| 3Y | +632.1% | +13.4% | +618.7% | +507.9% |
| 5Y | +1,401.6% | -6.0% | +1,407.6% | +1,208.7% |
| All | +1,339.5% | +375.1% | +964.4% | +284.4% |
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