+1,438.1%
CRS vs FIVE
+38.7%
+1,399.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.7% |
| 7D | -3.1% | +3.7% | -6.7% | -4.0% |
| 30D | -19.6% | +4.0% | -23.6% | -20.6% |
| 3M | -8.1% | +36.2% | -44.3% | -16.1% |
| 6M | +18.6% | +18.0% | +0.5% | +11.8% |
| YTD | +45.9% | +34.9% | +11.0% | +32.2% |
| 1Y | +82.5% | +67.9% | +14.6% | +55.1% |
| 3Y | +648.9% | +57.3% | +591.6% | +506.5% |
| 5Y | +1,438.1% | +39.5% | +1,398.6% | +1,151.2% |
| All | +1,438.1% | +38.7% | +1,399.5% | +1,151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling