+1,416.6%
CRS vs DRI
+68.4%
+1,348.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | -0.5% | -4.8% | +4.3% | +1.8% |
| 30D | -18.1% | -3.9% | -14.2% | -16.8% |
| 3M | -12.4% | +5.1% | -17.5% | -15.4% |
| 6M | +15.9% | +5.5% | +10.4% | +11.3% |
| YTD | +45.8% | +16.5% | +29.4% | +31.5% |
| 1Y | +87.8% | +2.0% | +85.8% | +81.2% |
| 3Y | +648.7% | +54.5% | +594.2% | +458.0% |
| 5Y | +1,416.6% | +66.6% | +1,350.0% | +967.8% |
| All | +1,416.6% | +68.4% | +1,348.2% | +967.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling