+1,412.7%
CRS vs FIVE
+486.0%
+926.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.0% |
| 7D | -0.5% | +1.7% | -2.2% | -1.2% |
| 30D | -18.1% | +5.0% | -23.1% | -19.9% |
| 3M | -12.4% | +29.5% | -41.9% | -21.5% |
| 6M | +15.9% | +12.4% | +3.5% | +8.4% |
| YTD | +45.8% | +31.2% | +14.6% | +28.0% |
| 1Y | +87.8% | +72.9% | +14.9% | +47.3% |
| 3Y | +648.7% | +53.0% | +595.7% | +454.9% |
| 5Y | +1,416.6% | +34.2% | +1,382.5% | +1,026.1% |
| 10Y | +1,412.7% | +497.6% | +915.1% | +473.6% |
| All | +1,412.7% | +486.0% | +926.7% | +473.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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