+6,113.0%
CRS vs DRI
+7,577.6%
-1,464.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.2% | +0.6% | -0.8% | -0.5% |
| 30D | -16.6% | +3.8% | -20.5% | -18.2% |
| 3M | -3.5% | +13.0% | -16.5% | -8.9% |
| 6M | +15.4% | +8.3% | +7.1% | +10.5% |
| YTD | +51.2% | +20.6% | +30.6% | +37.7% |
| 1Y | +98.3% | +6.5% | +91.8% | +89.4% |
| 3Y | +651.5% | +53.7% | +597.8% | +510.2% |
| 5Y | +1,411.1% | +72.7% | +1,338.4% | +1,064.2% |
| 10Y | +1,424.3% | +363.2% | +1,061.2% | +695.7% |
| All | +6,113.0% | +7,577.6% | -1,464.6% | +1,895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling