+1,350.3%
CRS vs DG
-37.9%
+1,388.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -6.8% | -6.5% | -0.3% | -6.2% |
| 30D | -16.1% | +4.2% | -20.3% | -16.4% |
| 3M | -21.2% | +9.5% | -30.7% | -22.0% |
| 6M | +8.7% | -13.1% | +21.8% | +9.8% |
| YTD | +41.0% | -4.8% | +45.8% | +41.4% |
| 1Y | +82.7% | +20.6% | +62.1% | +79.7% |
| 3Y | +604.8% | +4.9% | +599.8% | +600.9% |
| All | +1,350.3% | -37.9% | +1,388.2% | +1,572.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling