+10,197.9%
CRS vs DD
+961.9%
+9,236.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -0.2% | -3.5% | +3.3% | +1.8% |
| 30D | -16.6% | -10.3% | -6.3% | -11.3% |
| 3M | -3.5% | -7.5% | +4.1% | +0.8% |
| 6M | +15.4% | -8.0% | +23.4% | +20.9% |
| YTD | +51.2% | +10.5% | +40.7% | +41.3% |
| 1Y | +98.3% | +38.3% | +60.0% | +61.6% |
| 3Y | +651.5% | +42.5% | +609.1% | +488.8% |
| 5Y | +1,411.1% | +60.2% | +1,350.9% | +1,005.7% |
| 10Y | +1,424.3% | +68.9% | +1,355.5% | +994.2% |
| All | +10,197.9% | +961.9% | +9,236.0% | +3,889.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling