+7,359.5%
CRS vs IBN
+1,532.9%
+5,826.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | -16.6% | -0.3% | -16.3% | -16.6% |
| 3M | -3.5% | +17.1% | -20.6% | -8.7% |
| 6M | +15.4% | +3.4% | +12.0% | +14.1% |
| YTD | +51.2% | +2.5% | +48.7% | +49.4% |
| 1Y | +98.3% | -4.2% | +102.5% | +99.8% |
| 3Y | +651.5% | +32.4% | +619.2% | +570.9% |
| 5Y | +1,411.1% | +59.2% | +1,351.9% | +1,158.3% |
| 10Y | +1,424.3% | +345.7% | +1,078.7% | +777.6% |
| All | +7,359.5% | +1,532.9% | +5,826.6% | +2,585.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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