+4,867.4%
CRS vs DGX
+8,631.6%
-3,764.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -4.1% | -3.5% | -0.7% | -3.0% |
| 30D | -16.6% | -2.7% | -13.9% | -15.9% |
| 3M | -14.3% | +13.9% | -28.2% | -18.3% |
| 6M | +11.6% | +16.0% | -4.4% | +5.6% |
| YTD | +42.6% | +34.9% | +7.6% | +27.8% |
| 1Y | +81.8% | +30.6% | +51.3% | +64.5% |
| 3Y | +632.1% | +93.0% | +539.1% | +469.9% |
| 5Y | +1,401.6% | +64.4% | +1,337.2% | +1,123.3% |
| 10Y | +1,379.0% | +248.1% | +1,130.9% | +839.2% |
| All | +4,867.4% | +8,631.6% | -3,764.2% | +2,161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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