+1,323.2%
CRS vs DD
+66.6%
+1,256.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.9% |
| 7D | -6.8% | -3.5% | -3.3% | -4.2% |
| 30D | -16.1% | -11.7% | -4.5% | -7.8% |
| 3M | -21.2% | -9.2% | -11.9% | -15.5% |
| 6M | +8.7% | -7.2% | +15.9% | +14.2% |
| YTD | +41.0% | +6.6% | +34.4% | +31.4% |
| 1Y | +82.7% | +32.0% | +50.7% | +42.3% |
| 3Y | +604.8% | +42.1% | +562.6% | +393.2% |
| 5Y | +1,384.7% | +58.1% | +1,326.6% | +828.9% |
| All | +1,323.2% | +66.6% | +1,256.6% | +613.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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