+9,611.2%
CRS vs GFI
+660.1%
+8,951.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.9% |
| 7D | -4.1% | -5.1% | +1.0% | -3.5% |
| 30D | -16.6% | +13.4% | -30.0% | -17.9% |
| 3M | -14.3% | +36.2% | -50.5% | -17.5% |
| 6M | +11.6% | -9.8% | +21.4% | +12.1% |
| YTD | +42.6% | +7.7% | +34.9% | +39.8% |
| 1Y | +81.8% | +27.2% | +54.6% | +74.1% |
| 3Y | +632.1% | +300.3% | +331.8% | +503.0% |
| 5Y | +1,401.6% | +539.8% | +861.9% | +1,046.7% |
| 10Y | +1,379.0% | +1,058.5% | +320.5% | +873.5% |
| All | +9,611.2% | +660.1% | +8,951.1% | +6,108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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