+862.6%
CRS vs IBB
+130.8%
+731.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.7% |
| 7D | +0.2% | +0.8% | -0.6% | -0.4% |
| 30D | -22.9% | +5.2% | -28.1% | -26.0% |
| 3M | -46.8% | +8.6% | -55.4% | -50.8% |
| 6M | -30.4% | +27.8% | -58.3% | -44.0% |
| YTD | -5.4% | +28.8% | -34.2% | -24.2% |
| 1Y | -9.0% | +36.4% | -45.4% | -30.5% |
| 3Y | +352.2% | +89.3% | +262.8% | +159.7% |
| 5Y | +852.2% | +43.3% | +809.0% | +583.1% |
| 10Y | +862.6% | +130.6% | +732.0% | +355.0% |
| All | +862.6% | +130.8% | +731.8% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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