+842.8%
CRS vs DRI
+332.1%
+510.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +4.4% | -0.7% | +5.1% | +4.9% |
| 30D | -19.1% | +14.7% | -33.8% | -25.5% |
| 3M | -43.2% | +5.4% | -48.7% | -45.6% |
| 6M | -28.9% | +18.8% | -47.7% | -37.2% |
| YTD | -3.0% | +28.4% | -31.3% | -19.0% |
| 1Y | -5.3% | +37.7% | -43.0% | -24.4% |
| 3Y | +363.5% | +68.0% | +295.6% | +218.7% |
| 5Y | +858.2% | +78.8% | +779.4% | +522.8% |
| All | +842.8% | +332.1% | +510.7% | +274.3% |
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