+1,323.2%
CRS vs GME
+285.6%
+1,037.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.4% |
| 7D | -6.8% | +10.4% | -17.1% | -7.4% |
| 30D | -16.1% | +14.1% | -30.2% | -16.9% |
| 3M | -21.2% | -4.6% | -16.5% | -21.0% |
| 6M | +8.7% | -13.5% | +22.2% | +9.5% |
| YTD | +41.0% | +5.3% | +35.6% | +39.9% |
| 1Y | +82.7% | -14.9% | +97.6% | +84.0% |
| 3Y | +604.8% | +24.3% | +580.5% | +532.8% |
| 5Y | +1,384.7% | -55.6% | +1,440.3% | +1,279.3% |
| All | +1,323.2% | +285.6% | +1,037.6% | +549.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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