+1,120.7%
CRS vs FIVE
+868.1%
+252.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | 0.0% |
| 7D | -0.2% | +4.3% | -4.5% | -1.7% |
| 30D | -16.6% | +12.5% | -29.1% | -20.2% |
| 3M | -3.5% | +31.2% | -34.7% | -12.7% |
| 6M | +15.4% | +14.4% | +1.1% | +8.3% |
| YTD | +51.2% | +33.9% | +17.3% | +34.2% |
| 1Y | +98.3% | +65.1% | +33.2% | +63.3% |
| 3Y | +651.5% | +49.0% | +602.6% | +486.1% |
| 5Y | +1,411.1% | +30.3% | +1,380.8% | +1,087.1% |
| 10Y | +1,424.3% | +481.1% | +943.2% | +648.1% |
| All | +1,120.7% | +868.1% | +252.6% | +432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling