+82.5%
CRS vs FIVE
+65.4%
+17.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.7% |
| 7D | -3.1% | +3.7% | -6.7% | -3.9% |
| 30D | -19.6% | +4.0% | -23.6% | -20.6% |
| 3M | -8.1% | +36.2% | -44.3% | -15.9% |
| 6M | +18.6% | +18.0% | +0.5% | +12.7% |
| YTD | +45.9% | +34.9% | +11.0% | +30.3% |
| 1Y | +82.5% | +67.9% | +14.6% | +47.1% |
| All | +82.5% | +65.4% | +17.1% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling