+862.6%
CRS vs M
-3.0%
+865.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | +0.2% | +5.0% | -4.8% | -1.5% |
| 30D | -22.9% | +10.6% | -33.5% | -25.8% |
| 3M | -46.8% | +1.6% | -48.4% | -47.6% |
| 6M | -30.4% | +30.8% | -61.3% | -37.4% |
| YTD | -5.4% | +16.9% | -22.3% | -12.3% |
| 1Y | -9.0% | +26.3% | -35.2% | -18.1% |
| 3Y | +352.2% | +158.6% | +193.5% | +189.3% |
| 5Y | +852.2% | +2.1% | +850.2% | +687.3% |
| 10Y | +862.6% | -4.3% | +866.9% | +451.3% |
| All | +862.6% | -3.0% | +865.7% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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