+1,323.2%
CRS vs DG
+101.8%
+1,221.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -6.8% | -6.5% | -0.3% | -5.5% |
| 30D | -16.1% | +4.2% | -20.3% | -16.8% |
| 3M | -21.2% | +9.5% | -30.7% | -23.0% |
| 6M | +8.7% | -13.1% | +21.8% | +11.1% |
| YTD | +41.0% | -4.8% | +45.8% | +41.5% |
| 1Y | +82.7% | +20.6% | +62.1% | +73.9% |
| 3Y | +604.8% | +4.9% | +599.8% | +563.6% |
| 5Y | +1,384.7% | -37.9% | +1,422.6% | +1,547.6% |
| All | +1,323.2% | +101.8% | +1,221.4% | +758.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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