+1,416.6%
CRS vs DAR
-8.0%
+1,424.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | -0.2% | -0.4% | -0.6% |
| 30D | -18.1% | +7.4% | -25.5% | -20.5% |
| 3M | -12.4% | +15.7% | -28.1% | -18.0% |
| 6M | +15.9% | +30.0% | -14.1% | +2.8% |
| YTD | +45.8% | +87.5% | -41.7% | +11.0% |
| 1Y | +87.8% | +113.4% | -25.6% | +35.2% |
| 3Y | +648.7% | +15.3% | +633.4% | +566.5% |
| 5Y | +1,416.6% | -4.3% | +1,420.9% | +1,298.7% |
| All | +1,416.6% | -8.0% | +1,424.6% | +1,298.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling