+1,401.6%
CRS vs DD
+57.4%
+1,344.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.9% |
| 7D | -4.1% | -2.9% | -1.2% | -2.3% |
| 30D | -16.6% | -11.5% | -5.1% | -9.7% |
| 3M | -14.3% | -5.4% | -8.9% | -11.4% |
| 6M | +11.6% | -6.9% | +18.5% | +16.3% |
| YTD | +42.6% | +6.9% | +35.7% | +34.1% |
| 1Y | +81.8% | +35.6% | +46.2% | +44.0% |
| 3Y | +632.1% | +42.5% | +589.5% | +436.9% |
| 5Y | +1,401.6% | +58.5% | +1,343.2% | +897.4% |
| All | +1,401.6% | +57.4% | +1,344.3% | +897.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling