+615.1%
CRS vs FIVE
+822.5%
-207.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -28.8% | +17.7% | -46.5% | -32.7% |
| 3M | -50.0% | +4.0% | -54.0% | -51.0% |
| 6M | -39.2% | +2.6% | -41.8% | -40.9% |
| YTD | -11.4% | +27.6% | -39.0% | -20.5% |
| 1Y | -11.7% | +59.9% | -71.6% | -26.7% |
| 3Y | +319.6% | +35.8% | +283.9% | +237.4% |
| 5Y | +794.8% | +14.4% | +780.3% | +636.4% |
| 10Y | +926.9% | +576.1% | +350.8% | +391.5% |
| All | +615.1% | +822.5% | -207.3% | +215.5% |
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