+1,401.6%
CRS vs HRB
+109.9%
+1,291.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -4.1% | -12.2% | +8.1% | -2.3% |
| 30D | -16.6% | -3.0% | -13.6% | -16.5% |
| 3M | -14.3% | +21.7% | -36.0% | -17.9% |
| 6M | +11.6% | +52.3% | -40.7% | +0.6% |
| YTD | +42.6% | +6.5% | +36.1% | +41.7% |
| 1Y | +81.8% | -6.7% | +88.5% | +87.6% |
| 3Y | +632.1% | +25.1% | +606.9% | +544.9% |
| 5Y | +1,401.6% | +113.8% | +1,287.9% | +975.0% |
| All | +1,401.6% | +109.9% | +1,291.8% | +975.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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