+684.6%
CRS vs FIVE
+874.1%
-189.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.6% | +4.1% | +7.8% |
| 7D | +4.9% | +6.2% | -1.2% | +2.9% |
| 30D | -20.8% | +18.2% | -39.0% | -25.1% |
| 3M | -46.4% | +3.8% | -50.3% | -47.5% |
| 6M | -28.6% | +13.7% | -42.3% | -32.9% |
| YTD | -2.8% | +34.7% | -37.5% | -14.2% |
| 1Y | -6.7% | +66.6% | -73.4% | -23.5% |
| 3Y | +368.0% | +44.3% | +323.7% | +269.0% |
| 5Y | +852.9% | +18.8% | +834.1% | +675.9% |
| 10Y | +905.1% | +569.2% | +335.9% | +378.5% |
| All | +684.6% | +874.1% | -189.5% | +240.3% |
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