-10.0%
CRS vs FIVE
+62.4%
-72.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +4.8% | +2.7% | +2.1% | +4.3% |
| 30D | -23.2% | +12.7% | -35.8% | -24.4% |
| 3M | -45.5% | +2.1% | -47.6% | -45.8% |
| 6M | -33.1% | +17.5% | -50.6% | -35.5% |
| YTD | -7.2% | +31.0% | -38.2% | -13.5% |
| 1Y | -10.0% | +67.7% | -77.8% | -25.6% |
| All | -10.0% | +62.4% | -72.5% | -25.6% |
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 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