+1,323.2%
CRS vs IT
+103.1%
+1,220.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -3.3% |
| 7D | -6.8% | -3.7% | -3.1% | -5.5% |
| 30D | -16.1% | +0.1% | -16.2% | -16.8% |
| 3M | -21.2% | +20.7% | -41.9% | -30.2% |
| 6M | +8.7% | +12.0% | -3.3% | -3.1% |
| YTD | +41.0% | -28.8% | +69.8% | +54.6% |
| 1Y | +82.7% | -25.5% | +108.2% | +92.6% |
| 3Y | +604.8% | -48.8% | +653.5% | +771.2% |
| 5Y | +1,384.7% | -42.7% | +1,427.4% | +1,538.4% |
| All | +1,323.2% | +103.1% | +1,220.1% | +559.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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