+1,339.5%
CRS vs M
-10.0%
+1,349.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -0.7% |
| 7D | -4.1% | -8.8% | +4.7% | -1.2% |
| 30D | -16.6% | -16.4% | -0.2% | -11.5% |
| 3M | -14.3% | -10.8% | -3.5% | -11.5% |
| 6M | +11.6% | +16.1% | -4.5% | +5.2% |
| YTD | +42.6% | -5.3% | +47.8% | +42.7% |
| 1Y | +81.8% | +24.9% | +57.0% | +64.6% |
| 3Y | +632.1% | +97.5% | +534.5% | +413.6% |
| 5Y | +1,401.6% | +20.4% | +1,381.3% | +1,038.6% |
| All | +1,339.5% | -10.0% | +1,349.4% | +728.3% |
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