+1,323.2%
CRS vs GDDY
+207.2%
+1,116.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.8% |
| 7D | -6.8% | -3.2% | -3.6% | -5.8% |
| 30D | -16.1% | +6.8% | -22.9% | -18.8% |
| 3M | -21.2% | +30.5% | -51.6% | -31.4% |
| 6M | +8.7% | +13.3% | -4.6% | -1.4% |
| YTD | +41.0% | -21.0% | +61.9% | +47.5% |
| 1Y | +82.7% | -34.0% | +116.7% | +106.9% |
| 3Y | +604.8% | +33.1% | +571.7% | +453.4% |
| 5Y | +1,384.7% | +30.3% | +1,354.4% | +1,058.6% |
| All | +1,323.2% | +207.2% | +1,116.0% | +625.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling