+1,623.6%
CRS vs DG
+614.5%
+1,009.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | -23.2% | +3.2% | -26.4% | -24.1% |
| 3M | -45.5% | +10.4% | -55.9% | -47.1% |
| 6M | -33.1% | +33.2% | -66.3% | -38.2% |
| YTD | -7.2% | +3.0% | -10.2% | -9.1% |
| 1Y | -10.0% | +31.2% | -41.2% | -17.0% |
| 3Y | +332.3% | +21.8% | +310.5% | +284.7% |
| 5Y | +801.9% | -35.0% | +836.8% | +860.1% |
| 10Y | +820.9% | +106.0% | +714.9% | +550.9% |
| All | +1,623.6% | +614.5% | +1,009.1% | +558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling