+801.7%
CRS vs DRI
+331.7%
+470.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | +4.8% | +1.1% | +3.7% | +4.2% |
| 30D | -23.2% | +9.7% | -32.9% | -27.4% |
| 3M | -45.5% | +3.2% | -48.7% | -47.1% |
| 6M | -33.1% | +20.6% | -53.7% | -41.3% |
| YTD | -7.2% | +28.3% | -35.5% | -22.5% |
| 1Y | -10.0% | +34.5% | -44.6% | -27.1% |
| 3Y | +332.3% | +66.5% | +265.8% | +198.7% |
| 5Y | +801.9% | +79.6% | +722.2% | +484.5% |
| All | +801.7% | +331.7% | +470.0% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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