+1,416.6%
CRS vs GEN
+20.0%
+1,396.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | -18.1% | +2.1% | -20.1% | -18.7% |
| 3M | -12.4% | +19.7% | -32.1% | -17.3% |
| 6M | +15.9% | +33.3% | -17.3% | +5.0% |
| YTD | +45.8% | +11.1% | +34.7% | +40.3% |
| 1Y | +87.8% | +3.0% | +84.8% | +85.6% |
| 3Y | +648.7% | +57.9% | +590.8% | +514.3% |
| 5Y | +1,416.6% | +20.6% | +1,396.0% | +1,266.5% |
| All | +1,416.6% | +20.0% | +1,396.6% | +1,266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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