+1,438.1%
CRS vs M
+24.8%
+1,413.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.9% |
| 7D | -3.1% | +2.4% | -5.4% | -3.7% |
| 30D | -19.6% | -11.6% | -8.0% | -17.0% |
| 3M | -8.1% | +1.6% | -9.7% | -8.9% |
| 6M | +18.6% | +25.2% | -6.7% | +11.2% |
| YTD | +45.9% | +3.8% | +42.1% | +42.7% |
| 1Y | +82.5% | +36.3% | +46.1% | +65.6% |
| 3Y | +648.9% | +116.3% | +532.6% | +454.7% |
| 5Y | +1,438.1% | +28.2% | +1,410.0% | +1,217.8% |
| All | +1,438.1% | +24.8% | +1,413.3% | +1,217.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling