+9,058.4%
CRS vs M
+396.5%
+8,661.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.8% |
| 7D | -0.2% | +4.7% | -5.0% | -1.8% |
| 30D | -16.6% | -9.6% | -7.0% | -13.8% |
| 3M | -3.5% | +0.9% | -4.3% | -4.4% |
| 6M | +15.4% | +22.3% | -6.8% | +6.9% |
| YTD | +51.2% | +6.5% | +44.7% | +45.5% |
| 1Y | +98.3% | +38.8% | +59.5% | +73.2% |
| 3Y | +651.5% | +115.9% | +535.6% | +416.1% |
| 5Y | +1,411.1% | +28.6% | +1,382.5% | +1,035.2% |
| 10Y | +1,424.3% | -2.5% | +1,426.9% | +930.0% |
| All | +9,058.4% | +396.5% | +8,661.9% | +3,620.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling