+1,323.2%
CRS vs DRI
+353.8%
+969.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.8% |
| 7D | -6.8% | -3.2% | -3.5% | -5.0% |
| 30D | -16.1% | -7.8% | -8.3% | -12.4% |
| 3M | -21.2% | +0.4% | -21.5% | -22.3% |
| 6M | +8.7% | +4.8% | +3.9% | +3.9% |
| YTD | +41.0% | +16.7% | +24.2% | +25.2% |
| 1Y | +82.7% | +1.5% | +81.2% | +75.3% |
| 3Y | +604.8% | +56.3% | +548.5% | +407.5% |
| 5Y | +1,384.7% | +66.4% | +1,318.3% | +911.7% |
| All | +1,323.2% | +353.8% | +969.4% | +459.5% |
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