+2,708.5%
CRS vs DG
+606.1%
+2,102.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -0.2% | +8.4% | -8.6% | -2.0% |
| 30D | -16.6% | +4.9% | -21.6% | -17.6% |
| 3M | -3.5% | +29.3% | -32.8% | -9.5% |
| 6M | +15.4% | -11.3% | +26.7% | +17.8% |
| YTD | +51.2% | +1.8% | +49.4% | +49.4% |
| 1Y | +98.3% | +25.3% | +73.0% | +85.6% |
| 3Y | +651.5% | +9.1% | +642.5% | +593.3% |
| 5Y | +1,411.1% | -34.9% | +1,446.0% | +1,512.3% |
| 10Y | +1,424.3% | +108.2% | +1,316.2% | +979.6% |
| All | +2,708.5% | +606.1% | +2,102.4% | +981.9% |
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